Overall Statistics
class TransdimensionalVerticalAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 21)  # Set Start Date
        self.SetCash(100000)             # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.AddAlpha(MyAlpha())
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        
        
class MyAlpha(AlphaModel):
    
    def Update(self, algorithm, data):
        if algorithm.Portfolio.Invested:
            return []
        else:
            return [Insight.Price("SPY", timedelta(days=10), InsightDirection.Up)]