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
10.536
Tracking Error
0.011
Treynor Ratio
0
Total Fees
$0.00
 
class HorizontalUncoupledAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 9)  # Set Start Date
        self.SetEndDate(2019, 12, 10)
        self.SetCash(100000)  # Set Strategy Cash
        
        lookback = 50
        self.AddEquity("SPY", Resolution.Hour)
        self.minimum = self.MIN('SPY', lookback, Resolution.Daily, Field.Low)
        self.SetWarmUp(lookback, Resolution.Daily)


    def OnData(self, data):
        if self.IsWarmingUp or not data.ContainsKey("SPY"):
            return
    
        self.Log(str(self.minimum.IsReady))
        self.Log(self.minimum.Current.Value)