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
1.317
Tracking Error
0.207
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class SmoothLightBrownLlama(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)
        self.AddEquity("SPY", Resolution.Minute)
        
        self.Schedule.On(self.DateRules.Every(DayOfWeek.Tuesday), self.TimeRules.At(9, 31), self.EveryTuesdayAt931)

    def EveryTuesdayAt931(self):
        if (self.Time.day >= 15) and (self.Time.day <= 21):
            self.Debug(f"Third tuesday of the month ({self.Time}). Do your thing. You can change the time of the event if you want.")