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 -1.955 Tracking Error 0.112 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class GeekyGreenMule(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 9, 28) # Set Start Date self.SetCash(100000) # Set Strategy Cash # self.AddEquity("SPY", Resolution.Minute) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1)