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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
#region imports
from AlgorithmImports import *
#endregion
class algo(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2022, 8, 26)  
        self.SetEndDate(2022, 8, 26)
        self.SetCash(10000)  
        self.SetWarmup(390)
        
        self.uber = self.AddEquity("UBER", Resolution.Minute).Symbol
        self.lowWindow = RollingWindow[float](390)
        

    def OnData(self, data):
        self.lowWindow.Add(data[self.uber].Low)
        if self.IsWarmingUp:return
        
        if self.lowWindow.IsReady:
            self.Plot('Custom', 'Minute Low: ', self.lowWindow[0])