Overall Statistics
Total Trades
2
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
$2.00
Estimated Strategy Capacity
$26000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
from AlgorithmImports import *

class HipsterYellowGreenHippopotamus(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 7, 1)
        self.SetEndDate(2021, 7, 3)
        self.SetCash(100000)
        self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw
        self.AddEquity("SPY")

    def OnData(self, data):
        if self.Time.day == 1 and self.Time.hour == 9 and self.Time.minute == 31:
            self.LimitIfTouchedOrder("SPY", 10, 429.0, 428.95)

        elif self.Time.day == 2 and self.Time.hour == 9 and self.Time.minute == 31:
            self.LimitIfTouchedOrder("SPY", -10, 431.7, 431.75)
            self.LimitIfTouchedOrder("SPY", 10, 431.7, 400)
            self.LimitIfTouchedOrder("SPY", 10, 400, 400)