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 3.233 Tracking Error 0.255 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# open and close price of candle based on scheduled event from AlgorithmImports import * # ----------- STOCK = "SPY" # ----------- class CreativeFluorescentOrangeHornet(QCAlgorithm): def Initialize(self): self.SetStartDate(2022, 6, 1) self.SetCash(100000) self.stock = self.AddEquity(STOCK, Resolution.Daily) self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday), self.TimeRules.At(20, 0), self.MondayPerfCheck) def MondayPerfCheck(self): monPerf = self.Securities[STOCK].Open - self.Securities[STOCK].Close self.Log(str(self.Securities[STOCK].Open)) self.Log(str(self.Securities[STOCK].Close)) self.Log(str(monPerf))