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
Lowest Capacity Asset
 
class LogicalMagentaViper(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 20)  # Set Start Date
        self.SetEndDate(2022, 1, 20)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddIndex("VIX", Resolution.Minute)


    def OnData(self, data):
        if self.Time.hour > 2 and self.Time.hour < 4:
            self.Log(self.Securities["VIX"].Close)