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
 
class QuantumParticlePrism(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 3)  # Set Start Date
        self.SetEndDate(2019, 12, 4)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Minute)
        

        self.priceWindow = RollingWindow[float](40)
        
    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
        '''

        if not data.Bars.ContainsKey("SPY"):
            return
       
       
        close = data["SPY"].Close
       
        self.priceWindow.Add(close)
       
        if self.priceWindow.IsReady:
            max_value = max(list(self.priceWindow)[20:40])
            self.Debug(max_value)