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
-0.381
Tracking Error
0.408
Treynor Ratio
0
Total Fees
$0.00
 
class NadionMultidimensionalGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Hour)
        
        self.nth_day = 12
        self.curr_month = -1
        
    def OnData(self, data):
        if self.nth_day != self.Time.day or self.curr_month == self.Time.month:
            return
        self.curr_month = self.Time.month
        self.Log('12th day')