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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class ResistanceUncoupledAtmosphericScrubbers : QCAlgorithm { int _currDay = -1; DateTime NoOrderTime = new DateTime(1991, 1, 1); public override void Initialize() { SetStartDate(2020, 12, 30); //Set Start Date SetEndDate(2020, 12, 31); SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Minute); } public override void OnData(Slice data) { bool IsMarketOpen = Securities["SPY"].Exchange.DateTimeIsOpen(Time); if (IsMarketOpen && _currDay != Time.Day) { NoOrderTime = Time.AddMinutes(10); _currDay = Time.Day; } if (Time.CompareTo(NoOrderTime) < 0) { Log("No Trading"); } else { Log("Trading is allowed"); } } } }