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 -48.421 Tracking Error 0.164 Treynor Ratio 0 Total Fees $0.00 |
class VentralVerticalGearbox(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 9, 24) # Set Start Date self.SetEndDate(2020, 9, 30) # Set End Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("JE", Resolution.Minute) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' for kvp in data.Bars: symbol = kvp.Key high = kvp.Value.High self.Log((self.Time, high))