Overall Statistics
```import numpy as np
from datetime import datetime
import pandas as pd

def __init__(self):
self.previous = None
self.position = None

def Initialize(self):

self.SetStartDate(2018,10,1)  #Set Start Date
#self.SetEndDate(2018,1,1)    #Set End Date
self.SetCash(10000)           #Set Strategy Cash
self.SetWarmUp(440)

def OnData(self, data):

#history_s = self.History(["SPY"], 1, Resolution.Minute)
#last_minute_close_s = history_s.loc["SPY"]["close"][-1]
#history_v = self.History(["IEF"], 1, Resolution.Minute)
#last_minute_close_v = history_v.loc["IEF"]["close"][-1]

#if self.position == None:
# return messes everything up
##add if statement here if none skip it ##self.Securities["SPY"].Price
#self.SPercent =  np.log(((float(self.Identity("SPY").Current.Value))/(float(data["SPY"].Open))))
#self.VPercent =  np.log(((float(self.Identity("VIXY").Current.Value))/(float(data["VIXY"].Open))))

self.SPercent =  np.log(((float(self.Identity("SPY").Current.Value))/(float(data["SPY"].Open))))
self.VPercent =  np.log(((float(self.Identity("VIXY").Current.Value))/(float(data["VIXY"].Open))))

if self.IsWarmingUp:
return

#if  self.SPercent is None:
#    return
#if  self.VPercent is None:
#  return

if self.SPercent <= -.005:
#or VPercent >=.01
if self.position == None:
self.SetHoldings("VIXY", 1)
elif self.position == "SPY":
self.Liquidate("SPY")
self.SetHoldings("VIXY", 1)
self.position = "VIXY"

elif self.SPercent >= .005:
#or VPercent <=-.01
if self.position == None:
self.SetHoldings("SPY", 1)
elif self.position == "VIXY":
self.Liquidate("VIXY")
self.SetHoldings("SPY", 1)
self.position = "SPY"

##1. run time error with the NoneType
## 3.error with not buying anyhtng other than vixy may be do to the if

#####```
```import numpy as np
from datetime import datetime
import pandas as pd
import math

def __init__(self):
self.previous = None
self.position = None

def Initialize(self):

self.SetStartDate(2012,1,1)  #Set Start Date
#self.SetEndDate(2018,10,29)    #Set End Date
self.SetCash(10000)           #Set Strategy Cash
self.SetWarmUp(440)

def OnData(self, data):
history_s = self.History(["SPY"], 1, Resolution.Minute)
last_minute_close_s = history_s.loc["SPY"]["close"][-1]

history_v = self.History(["VIXY"], 1, Resolution.Minute)
last_minute_close_v = history_v.loc["VIXY"]["close"][-1]
self.SPercent =  math.log((self.Identity("SPY").Current.Value)/(last_minute_close_s))
self.VPercent =  math.log((self.Identity("VIXY").Current.Value)/(last_minute_close_v))

if self.IsWarmingUp:
return

if SPercent <= -.01:
if self.position == None:
self.SetHoldings("VIXY", 1)
elif self.position == "SPY":
self.Liquidate("SPY")
self.SetHoldings("VIXY", 1)
self.position = "VIXY"

elif VPercent <= -.01:
if self.position == None:
self.SetHoldings("SPY", 1)
elif self.position == "VIXY":
self.Liquidate("VIXY")
self.SetHoldings("SPY", 1)
self.position = "SPY"```
```import numpy as np
from datetime import datetime
import pandas as pd

def __init__(self):
self.previous = None
self.position = None

def Initialize(self):

self.SetStartDate(2017,3,1)  #Set Start Date
self.SetEndDate(2017,5,1)    #Set End Date
self.SetCash(10000)           #Set Strategy Cash
self.SetWarmUp(440)

def OnData(self, data):

#history_s = self.History(["SPY"], 1, Resolution.Minute)
#last_minute_close_s = history_s.loc["SPY"]["close"][-1]
#history_v = self.History(["IEF"], 1, Resolution.Minute)
#last_minute_close_v = history_v.loc["IEF"]["close"][-1]

#if self.position == None:
# return messes everything up
##add if statement here if none skip it ##self.Securities["SPY"].Price
#self.SPercent =  np.log(((float(self.Identity("SPY").Current.Value))/(float(data["SPY"].Open))))
#self.VPercent =  np.log(((float(self.Identity("VIXY").Current.Value))/(float(data["VIXY"].Open))))

self.SPercent =  np.log(((float(self.Securities["SPY"].Price))/(float(data["SPY"].Open))))
self.VPercent =  np.log(((float(self.Securities["VIXY"].Price))/(float(data["VIXY"].Open))))

if self.IsWarmingUp:
return
#if  self.SPercent is None:
#    return
#if  self.VPercent is None:
#  return

if self.SPercent <= -.005:
#or VPercent >=.01
if self.position == None:
self.SetHoldings("VIXY", 1)
elif self.position == "SPY":
self.Liquidate("SPY")
self.SetHoldings("VIXY", 1)
self.position = "VIXY"

elif self.SPercent >= .005:
#or VPercent <=-.01
if self.position == None:
self.SetHoldings("SPY", 1)
elif self.position == "VIXY":
self.Liquidate("VIXY")
self.SetHoldings("SPY", 1)
self.position = "SPY"

## run time error with the none
## error with not buying anyhtng other than vixy may be do to the if
##statemt if statement continues to run then  cant get to elif
## check to if else isted of elif

## and in a stop loss at a certian amount
## also add in a "lock in results" for gain above...import numpy as np
from datetime import datetime
import pandas as pd

def __init__(self):
self.previous = None
self.position = None

def Initialize(self):

self.SetStartDate(2018,10,1)  #Set Start Date
#self.SetEndDate(2017,10,1)    #Set End Date
self.SetCash(10000)           #Set Strategy Cash
self.SetWarmUp(440)

def OnData(self, data):
#history_s = self.History(["SPY"], 1, Resolution.Minute)
#last_minute_close_s = history_s.loc["SPY"]["close"][-1]

#history_v = self.History(["IEF"], 1, Resolution.Minute)
#last_minute_close_v = history_v.loc["IEF"]["close"][-1]
self.SPercent =  np.log(abs((float(self.Identity("SPY").Current.Value))/(float(data["SPY"].Open))))
self.VPercent =  np.log(abs((float(self.Identity("VIXY").Current.Value))/(float(data["VIXY"].Open))))

if self.IsWarmingUp:
return

if self.SPercent <= -.005:
#or VPercent >=.01
if self.position == None:
self.SetHoldings("VIXY", 1)
elif self.position == "SPY":
self.Liquidate("SPY")
self.SetHoldings("VIXY", 1)
self.position = "VIXY"

elif self.SPercent >= .005:
#or VPercent <=-.01
if self.position == None:
self.SetHoldings("SPY", 1)
elif self.position == "VIXY":
self.Liquidate("VIXY")
self.SetHoldings("SPY", 1)
self.position = "SPY"

## and in a stop loss at a certian```