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
4.071
Tracking Error
0.185
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class ModulatedTachyonCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022,1,11)
        self.SetEndDate(2022,1,13)
        self.SetCash(100)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.dataCount = 0
        
        self.Schedule.On(self.DateRules.EveryDay('SPY'),
                         self.TimeRules.Every(timedelta(minutes=30)),
                         self.TestScheduling
                        )

    def OnData(self, data):
        # Add to data count
        self.dataCount += 1
        
        star_time = self.Time.replace(hour=10, minute=15)  #May test time period to avoid first 30min 
        stop_time = self.Time.replace(hour=15, minute=50)
        if self.Time > stop_time or self.Time < star_time:
            return
        
        if self.dataCount == 60:
            self.Debug('OnData triggered every 60min.'+ str(self.dataCount))
            self.dataCount = 0
        
    def TestScheduling(self):
        self.Debug('Scheduled event triggered every 30min.' + str(self.dataCount))