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
2.335
Tracking Error
0.388
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class FocusedAsparagusAlligator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  # Set Start Date
        self.SetEndDate(2020, 9, 7)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        self.identity = self.SMA(self.symbol, 1, Resolution.Daily)
        
        self.Schedule.On(self.DateRules.EveryDay(self.symbol),self.TimeRules.AfterMarketOpen(self.symbol, 0), self.AtMarketOpen)
        self.Schedule.On(self.DateRules.EveryDay(self.symbol),self.TimeRules.AfterMarketOpen(self.symbol, 2), self.AfterMarketOpen)


    def AtMarketOpen(self):
        self.Log(f"AtMarketOpen ({self.Time}): {self.identity.Current.Value} ")
    
    def AfterMarketOpen(self):
        self.Log(f"AfterMarketOpen ({self.Time}): {self.identity.Current.Value} ")