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
Estimated Strategy Capacity
$0
 
class AdaptableYellowGreenPelican(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Second).Symbol
        
        self.Schedule.On(self.DateRules.EveryDay(self.symbol), 
                         self.TimeRules.BeforeMarketClose(self.symbol, 0.5), 
                         self.event)

    def event(self):
        self.Quit(f'Scheduled event at {self.Time}')