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(2021, 4, 20) # Set Start Date
        self.SetEndDate(2021, 4, 21)
        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):
    
        if not data.Bars.ContainsKey("SPY"):
            return
    
        if data.Time.hour == 15 and data.Time.minute == 59:
            bar = self.consolidator.WorkingBar
            #self.Debug(str(bar))
            self.Log("Bar close {} high {}".format(bar.Close,bar.High))