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
 
from AlgorithmImports import *

class BeforeExpirationDay(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)   
        self.stock  = self.AddEquity("QQQ", Resolution.Minute).Symbol 
        self.Schedule.On(self.DateRules.WeekEnd(self.stock,1), self.TimeRules.AfterMarketOpen(self.stock, 65),
            self.trade) 

    def trade(self):
        if not ((self.Time.day >= 15) and (self.Time.day <= 21)): return
        self.Debug(f"The day before expiration Day ({self.Time})")