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
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 OpenRangeBreakout(QCAlgorithm):
    
    openingBar = None
    currentBar = None

    def Initialize(self):
        self.SetStartDate(2018, 7, 10) # Set Start Date  
        self.SetEndDate(2019, 6, 30) # Set End Date 
        self.SetCash(100000)  # Set Strategy Cash 
        
        # Subscribe to TSLA with Minute Resolution
        self.symbol = self.AddEquity("TSLA", Resolution.Minute)
        #1. Create our consolidator with a timedelta of 30 min
        self.Consolidate("TSLA",timedelta(minutes=30),self.OnDataConsolidated)
    def OnData(self, data):
        pass
    
    #2. Create a function OnDataConsolidator which saves the currentBar as bar
    def OnDataConsolidated(self,bar):
        self.currentBar = bar