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
-0.682
Tracking Error
0.116
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class UpgradedApricotCobra(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 8, 2)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.vix = self.AddIndex("VIX", Resolution.Minute).Symbol
        self.count = 10


    def OnData(self, data):
        if self.count > 1:
            self.count-=1
            self.Log(str(self.Securities[self.vix].Close) + " VIX")
            self.Notify.Sms("+000000", str(self.Securities[self.vix].Close))