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 -1.46 Tracking Error 0.116 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
from System.Drawing import Color class SmoothOrangeBear(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 10, 19) e = self.AddEquity("SPY", Resolution.Hour) stockPlot = Chart('Trade Plot') stockPlot.AddSeries(Series('Price', SeriesType.Candle, '$', Color.Blue)) self.AddChart(stockPlot) def OnData(self, data): self.Plot('Trade Plot', 'Price', data["SPY"].Close)