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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class OptimizedCalibratedAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 10, 22)  # Set Start Date
        self.SetEndDate(2019, 10, 22)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Tick)


    def OnData(self, data):
        
        if not data.Ticks.ContainsKey("SPY"):
            return
        
        ticks = data.Ticks["SPY"]
        
        if len(ticks) > 1:
            currentTick = ticks[0]
            previousTick = ticks[1]
        
            self.Debug(f"curr:{currentTick} -- prev:{previousTick}")