Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.798%
Drawdown
0.300%
Expectancy
0
Net Profit
0.401%
Sharpe Ratio
1.701
Probabilistic Sharpe Ratio
68.236%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.004
Beta
0.013
Annual Standard Deviation
0.005
Annual Variance
0
Information Ratio
-2.53
Tracking Error
0.381
Treynor Ratio
0.662
Total Fees
$1.00
 
namespace QuantConnect.Algorithm.CSharp
{
    public class CalibratedTransdimensionalAntennaArray : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2020, 3, 12);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Minute);


        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                MarketOrder("SPY",5);
                Debug("Purchased Stock");
            }
        }
        
        
        public override void OnOrderEvent(OrderEvent orderEvent)
		{
			Order updatedOrder = Transactions.GetOrderById(orderEvent.OrderId);
			if (orderEvent.Status.IsFill())
			{
				Debug("Order Time:"+updatedOrder.Time);
				Debug("Order CreatedTime:"+updatedOrder.CreatedTime);
				Debug("Current Time:"+Time);
			}
		}

    }
}