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 ModulatedTachyonCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,1,1)
        self.SetEndDate(2020,1,2)
        self.SetCash(100)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.dataCount = 0
        
        self.Schedule.On(self.DateRules.EveryDay('SPY'),
                         self.TimeRules.Every(timedelta(minutes=30)),
                         self.TestScheduling
                        )

    def OnData(self, data):
        # Add to data count
        self.dataCount += 1
        
        if self.dataCount == 30:
            self.Debug('OnData triggered.')
            self.dataCount = 0
        
    def TestScheduling(self):
        self.Debug('Scheduled event triggered.')