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
-1.87
Tracking Error
0.202
Treynor Ratio
0
Total Fees
$0.00
 
class TachyonDynamicEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        self.Schedule.On(self.DateRules.MonthEnd("SPY"), self.TimeRules.BeforeMarketClose("SPY"), self.SendMessage)
    
    def SendMessage(self):
        self.Debug(f"{self.Time}| ScheduledEvent fired! ")