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
-2.507
Tracking Error
0.163
Treynor Ratio
0
Total Fees
$0.00
 
class TachyonDynamicRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 15)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        
        symbol = self.AddEquity("SPY", Resolution.Minute).Symbol

        history = self.History(symbol, 5, Resolution.Daily)
        
        self.Log(f"\nHistory:\n{history.to_string()}")
        
        closes = history.loc[symbol].close
        self.Log(f"Close   [0]: {closes[0]}  [1] : {closes[1]}")