Overall Statistics |
Total Trades 2 Average Win 0% Average Loss 0% Compounding Annual Return 0.307% Drawdown 2.200% Expectancy 0 Net Profit 0.600% Sharpe Ratio 0.187 Probabilistic Sharpe Ratio 8.627% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.001 Beta 0.072 Annual Standard Deviation 0.012 Annual Variance 0 Information Ratio -0.294 Tracking Error 0.15 Treynor Ratio 0.03 Total Fees $0.00 Estimated Strategy Capacity $53000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X |
# region imports from AlgorithmImports import * # endregion class TDAmeritradeBrokerageExampleAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 1, 1) self.SetCash(100000) self.SetBrokerageModel(BrokerageName.TDAmeritrade, AccountType.Margin) self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol # Set default order properites self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled def OnData(self, data: Slice): if self.Portfolio.Invested: return # Place an order with the default order properties self.LimitOrder(self.symbol, 10, data[self.symbol].Price + 10) # Place an order and with new order properties orderProperties = TDAmeritradeOrderProperties() orderProperties.TimeInForce = TimeInForce.Day ticket = self.LimitOrder(self.symbol, 10, round(data[self.symbol].Price * .9, 2), orderProperties = orderProperties) # Update the order update_fields = UpdateOrderFields() update_fields.Quantity = 8 update_fields.LimitPrice = round(data[self.symbol].Price + 10, 2) update_fields.Tag = "Informative order tag" response = ticket.Update(update_fields) if not self.LiveMode and response.IsSuccess: self.Debug("Order updated successfully")