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
-4.174
Tracking Error
0.208
Treynor Ratio
0
Total Fees
$0.00
 
class QuantumOptimizedGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 5)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.atr = AverageTrueRange(14, MovingAverageType.Exponential)
        self.symbol = self.AddEquity('SPY', Resolution.Minute).Symbol
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.At(18, 1), self.newTR)
        
    def newTR(self):
        self.atr.Update(self.CurrentSlice[self.symbol])
        if self.atr.IsReady:
            self.Plot('Custom', 'ATR', self.atr.Current.Value)
        
    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
        '''