Overall Statistics
Total Trades
0
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
-4.015
Tracking Error
0.101
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class PensiveFluorescentPinkBeaver(QCAlgorithm):

    def Initialize(self):
        
        # Set Start Date
        self.SetStartDate(2019, 1, 1)
        self.SetEndDate(2019, 5, 1)
        
        # Set Strategy Cash
        self.SetCash(100000) 
        
        # AAPL
        symbol = self.AddEquity("AAPL", Resolution.Daily).Symbol

        # Consolidate daily bars to monthly Bars
        self.Consolidate(symbol, Calendar.Monthly, self.MonthlyHandler)

    def OnData(self, data: Slice):
        pass
    
    def MonthlyHandler(self, bar):

        self.Debug(f'{bar.Time}, {bar.EndTime}, {bar.Close}')