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
-5.815
Tracking Error
0.05
Treynor Ratio
0
Total Fees
$0.00
 
class VerticalUncoupledAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2014, 11, 1)
        self.SetEndDate(2014, 12, 1)
        self.SetCash(100000)
        
        self.AddEquity("SPY", Resolution.Minute)
        
        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY"), self.market_close)


    def market_close(self):
        self.Log(f"Market close at {self.Time}")