| 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 0.87 Tracking Error 0.174 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class CommunityExamples(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 1, 3) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.spy = self.AddEquity("SPY", Resolution.Daily)
self.SetWarmUp(1)
def OnWarmupFinished(self):
props = OrderProperties()
props.TimeInForce = TimeInForce.Day
self.LimitOrder(self.spy.Symbol, 1, 1000, "test order", props)