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
2.734
Tracking Error
0.189
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class CryingRedOrangeSalamander(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 9, 28)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.Schedule.On(self.DateRules.On(2021, 9, 28),
                self.TimeRules.At(16, 0),
                self.SpecificTime)


    def SpecificTime(self):
        self.Log(f"The market for SPY is opened: {self.IsMarketOpen('SPY')}")
        
        if not self.Portfolio.Invested:
            self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilDate(self.Time.date())
            self.MarketOrder("SPY", 100)