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
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 TurtleSoupAlgo(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2019, 1, 1)
        self.SetEndDate(2019, 6, 30)
        self.SetCash(100000)
        self.AAPL = self.AddEquity("AAPL", Resolution.Minute)
        
        self.SetWarmUp(20)
        
        self.max = self.MAX("AAPL", 20)
        self.min = self.MIN("AAPL", 20)

    
    def OnData(self, data):
        if not (self.max.IsReady and self.min.IsReady): return
        
        self.Log(f'High: {self.max.Current.Value}, Low: {self.min.Current.Value}')