Overall Statistics
Total Trades
1
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
$2.13
Estimated Strategy Capacity
$510000.00
 
class LiquidUniverseSelection(QCAlgorithm):
    
    symbol = "AAME"
    isLast = False
    x = 2
    lastPredictClose = 0
    lastClose = 0
    
    stopMarketTicket = None
    highestPrice = -1
    
    def Initialize(self):
        self.SetStartDate(2021, 2, 5)
        self.SetEndDate(2021, 2, 5)
        self.SetCash(1600)  
        
        aame = self.AddEquity(self.symbol, Resolution.Second)
        aame.SetDataNormalizationMode(DataNormalizationMode.Raw)
        
    def OnData(self, slice):
        if self.Time.hour > 11 or not slice.ContainsKey(self.symbol):
            return
          
        if not self.Portfolio[self.symbol].Invested:
                self.SetHoldings(self.symbol, 1)
            
        elif self.Portfolio[self.symbol].Invested:
            if self.Portfolio[self.symbol].Price > self.highestPrice:
                self.highestPrice = self.Portfolio[self.symbol].Price
                openOrders = self.Transactions.GetOpenOrders(self.symbol)
                if len(openOrders) > 0:
                    return
                self.StopMarketOrder(self.symbol, -self.Portfolio[self.symbol].Quantity, 0.9 * self.Portfolio[self.symbol].Price)