Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
111.817%
Drawdown
3.400%
Expectancy
0
Net Profit
4.987%
Sharpe Ratio
8.742
Probabilistic Sharpe Ratio
95.052%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.094
Beta
1.366
Annual Standard Deviation
0.127
Annual Variance
0.016
Information Ratio
3.63
Tracking Error
0.063
Treynor Ratio
0.812
Total Fees
$2.00
Estimated Strategy Capacity
$2400000.00
Lowest Capacity Asset
IGW S6BDJ8ONH2ZP
class Example_Plot(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 10, 4)
        Today = datetime.now().date()
        TodayTime =  datetime.now()
        self.Debug(f'{TodayTime} UTC_Time')
        self.SetEndDate(Today)
        #self.SetEndDate(2021, 10, 29)
        
        self.SetCash(100000)
        
        self.SetTimeZone("America/New_York")
        
        self.SetWarmUp(10, Resolution.Daily)
        
        self.Data = {}
                
        self.symbols = ["QQQ", "SOXX"]
        
        for ticker in self.symbols:
            security = self.AddEquity(ticker, Resolution.Minute)
            symbol = security.Symbol
            self.Data[symbol] = SymbolData(self, security, symbol)
            stockPlot = Chart(ticker)
            stockPlot.AddSeries(Series("Price", SeriesType.Line, 0))
            self.AddChart(stockPlot)
        
    def OnData(self, data):
     
        for symbol in self.Data.keys():
            SymbolData = self.Data[symbol]
            
            if (not self.Portfolio[symbol].Invested):
                self.SetHoldings(symbol, 1/len(self.symbols))

    def OnEndOfDay(self, symbol):        
            self.Debug(f'Plot {self.Time} {self.UtcTime}')
        
            if self.IsWarmingUp: return
        
            SymbolData = self.Data[symbol]
            
            if self.Time >= self.StartDate:
                self.Plot(symbol.Value, "Price", SymbolData.close.Current.Value)
                
                
class SymbolData(object):
    
    def __init__(self, algorithm, security, symbol):

     
        self.algorithm = algorithm
        self.close = algorithm.SMA(symbol, 1, Resolution.Daily)