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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class ModulatedNadionReplicator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2011, 5, 9)  # Set Start Date
        self.SetEndDate(2013, 5, 9) 
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("VXX", 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
        '''
        Historical = self.History(["VXX"],100,Resolution.Minute)
        
        self.Debug(str(self.Securities["VXX"].Price))