Overall Statistics
Total Trades
14
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
$14.00
Estimated Strategy Capacity
$8700000.00
 
class DancingTanGoat(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 5)  # Set Start Date
        self.SetEndDate(2020,12,1)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        if data.Time.day == 6 and data.Time.hour >= 9 and data.Time.minute >= 57:
            self.Quit()
            return


        if not self.Portfolio.Invested:
            market_ticket = self.MarketOrder("SPY", -10)
            limit_ticket = self.LimitOrder("SPY", 10, market_ticket.AverageFillPrice - (.001 * market_ticket.AverageFillPrice))