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
-82.43
Tracking Error
0.186
Treynor Ratio
0
Total Fees
$0.00
 
class VerticalUncoupledAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 1)  # Set Start Date
        self.SetEndDate(2020, 6, 5)
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol
        self.Consolidate(self.spy, timedelta(minutes=5), self.FiveMinuteBarHandler)
    
    def FiveMinuteBarHandler(self, consolidated):
        self.Debug(f"{self.Time}|FiveMinuteBarHandler fired! ")