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
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
 
class UncoupledOptimizedCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 23)  # Set Start Date
        self.SetEndDate(2018, 10, 26)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Hour)
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        self.Log(f"Open: {data['SPY'].Open}")
        self.Log(f"Close: {data['SPY'].Close}")
        self.Log(f"High: {data['SPY'].High}")
        self.Log(f"Low: {data['SPY'].Low}")
        self.Log(f"Volume: {data['SPY'].Volume}")
        self.Log(f"Price (Close): {data['SPY'].Price}\n")

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)