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 2.611 Tracking Error 0.13 Treynor Ratio 0 Total Fees $0.00 |
class CalibratedDynamicContainmentField(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 10, 15) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.At(17, 0), self.AfterMarketClose) def AfterMarketClose(self): self.Log(f"Called at {self.Time}; SPY Price {self.Securities[self.symbol].Price}")