| 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 -1.393 Tracking Error 0.355 Treynor Ratio 0 Total Fees $0.00 |
class NadionResistanceProcessor(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 10, 5) # Set Start Date
self.SetEndDate(2020, 10, 7)
self.SetCash(100000) # Set Strategy Cash
self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30))
thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteBarHandler
self.SubscriptionManager.AddConsolidator(self.symbol, thirtyMinuteConsolidator)
def ThirtyMinuteBarHandler(self, sender, consolidated):
self.Log(f"{consolidated.Close} at {consolidated.EndTime}")