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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class DeterminedTanPigeon(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 19)  # Set Start Date
        self.SetEndDate(2020, 10, 20)
        self.SetCash(100000)  # Set Strategy Cash
        
        
        
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        self.consolidator = TradeBarConsolidator(timedelta(1))
        self.SubscriptionManager.AddConsolidator(self.symbol, self.consolidator)

    def OnData(self, data):
        bar = self.consolidator.WorkingBar
        self.Debug(str(bar))
        
        if data.Time.minute > 40:
            self.Quit()