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
-11.398
Tracking Error
0.108
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *

class FuturesContinuousContract(QCAlgorithm):

    def Initialize(self):
        self.SetCash(100000)
        self.SetStartDate(datetime.now() - timedelta(days=7))

        self.continuousContract = self.AddFuture(
            Futures.Indices.NASDAQ100EMini, 
            Resolution.Hour,
            extendedMarketHours=True
        )

        self.symbol = self.continuousContract.Symbol

    def OnData(self, data):
        bar = data.Bars[self.symbol]

        self.Debug(f'{self.symbol} {self.Time} o {bar.Open} c {bar.Close} v {bar.Volume}')
        self.Plot("Price", "NASDAQ100EMini", self.Securities[self.symbol].Price)