Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class AlertFluorescentYellowPig(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 3, 1)
        self.set_end_date(2024, 3, 1)
        self.set_cash(100000)
        self._symbol = Symbol.create_option(
            Symbol.create("SPX", SecurityType.INDEX, Market.USA), "SPXW", 
            Market.USA, OptionStyle.EUROPEAN, OptionRight.CALL, 
            5110, self.end_date)
        self.add_option_contract(self._symbol)

    def on_data(self, data: Slice):
        self.plot(self._symbol.value, '-', self.securities[self._symbol].price)