| 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 -1.123 Tracking Error 0.103 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class CalmYellowSheep(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 7, 14) # Set Start Date
self.SetEndDate(2021, 12, 14)
self.SetCash(100000) # Set Strategy Cash
self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol
self.Schedule.On(self.DateRules.EveryDay(self.spy),self.TimeRules.At(13,10),self.EventoProgramado)
#self.DateRules.EveryDay(self.spy)
#self.DateRules.On(2021,8,14)
#slef.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Friday)
#self.TimeRules.At(13,10)
#self.TimeRules.AfterMarketOpen(self.spy, 20)
#self.TimeRules.BeforeMarketClose(self.spy, 30)
def OnData(self, data):
pass
def EventoProgramado(self):
self.Log(f"Tiempo especifico: Ejecutado a las: {self.Time}")