Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-0.724
Tracking Error
0.256
Treynor Ratio
0
Total Fees
$0.00
 
class QuantumVerticalEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetEndDate(2020, 6, 17)
        self.SetCash(100000)  # Set Strategy Cash
        self.SetWarmup(100)
        
        self.spy = self.AddEquity('SPY', Resolution.Daily)
        # self.spy.SetDataNormalizationMode(DataNormalizationMode.Raw)
        
        # .SetDataNormalizationMode(DataNormalizationMode.TotalReturn)
        # self.AddEquity("SPY", Resolution.Minute)
        

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        
        self.Plot('my chart', 'my snp', self.spy.Close/275.612455044)
        # self.Debug('close today:' + str(self.spy.Close))
        
        # self.Plot('Data Chart', 'Stop Price', self.highestSPYPrice * 0.9)
        
        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)