| Overall Statistics |
|
Total Trades 1 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 $1.00 Estimated Strategy Capacity $570000000.00 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 == 10 and self.Time.minute == 31:
self.MarketOnOpenOrder("SPY", 10)