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
-0.882
Tracking Error
0.189
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SmoothOrangeBear(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 4, 19)
        e = self.AddEquity("IBM", Resolution.Daily)
        e.SetDataNormalizationMode(DataNormalizationMode.Raw)

        hist = self.History(e.Symbol, 5, Resolution.Daily)
        
        self.Debug(hist)
        
    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 self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)