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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class GeekyMagentaEagle(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 12, 1)  # Set Start Date
        self.SetEndDate(2020, 12, 1)  
        self.SetCash(100000)  # Set Strategy Cash
        
        future = Futures.Indices.NASDAQ100EMini

        self.fut = self.AddFuture(
            future, dataNormalizationMode=DataNormalizationMode.Raw, dataMappingMode=DataMappingMode.OpenInterest, contractDepthOffset=0)
        self.fut.SetFilter(1, 182)
        self.commod = self.fut.Symbol
            
        count = 0
        history = self.History(self.commod, 100, Resolution.Minute)
        for index, row in history.iterrows():
            bar = TradeBar(index[2]-Time.OneMinute, self.commod, row.open, row.high, row.low, row.close, row.volume)
            bar.Symbol = self.commod
            count += 1
            # Will update consolidators here when the history starts working
            #for consolidator in self.MyCons:
            #    consolidator.Update(bar)
        self.Log("counter: {0}".format(count))

    def OnData(self, data: Slice):
        '''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
        '''
        pass