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
-9.696
Tracking Error
0.104
Treynor Ratio
0
Total Fees
$0.00
 
class NadionModulatedEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 6)  # Set Start Date
        self.SetCash(100000)  
        self.AddEquity("UPRO", Resolution.Hour, Market.USA, True, 1, True)

        self.day = 0

    def OnData(self, data):
        if self.day == data.Time.day:
            return
        self.day = data.Time.day
        self.Log(f"At: {data.Time}")