| 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 |
namespace QuantConnect.Algorithm.CSharp
{
public class ResistanceUncoupledAtmosphericScrubbers : QCAlgorithm
{
int _currDay = -1;
DateTime NoOrderTime = new DateTime(1991, 1, 1);
public override void Initialize()
{
SetStartDate(2020, 12, 30); //Set Start Date
SetEndDate(2020, 12, 31);
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Minute);
}
public override void OnData(Slice data)
{
bool IsMarketOpen = Securities["SPY"].Exchange.DateTimeIsOpen(Time);
if (IsMarketOpen && _currDay != Time.Day)
{
NoOrderTime = Time.AddMinutes(10);
_currDay = Time.Day;
}
if (Time.CompareTo(NoOrderTime) < 0)
{
Log("No Trading");
}
else
{
Log("Trading is allowed");
}
}
}
}