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
-15.023
Tracking Error
0.05
Treynor Ratio
0
Total Fees
$0.00
 
class TachyonParticleRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 22)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity('SPY', Resolution.Hour, Market.USA, True, 0, True)
        self.Schedule.On(self.DateRules.EveryDay('SPY'), self.TimeRules.AfterMarketOpen('SPY', -10), self.BeforeOpen)
    
    def OnData(self, data):
        self.Debug('On data: ' + str(self.Time.hour))
        
    def BeforeOpen(self):
        self.Debug('Before open: ' + str(self.Time))