| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 10.285% Drawdown 1.500% Expectancy 0 Net Profit 5.031% Sharpe Ratio 2.115 Probabilistic Sharpe Ratio 78.287% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.088 Beta -0.007 Annual Standard Deviation 0.04 Annual Variance 0.002 Information Ratio -2.256 Tracking Error 0.144 Treynor Ratio -13.032 Total Fees $1.00 Estimated Strategy Capacity $1900000000.00 |
class CalmYellowGreenChicken(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 10, 19) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.ticket = None
def OnData(self, data):
if self.ticket is None:
self.ticket = self.StopLimitOrder(self.symbol, 100, data[self.symbol].Price + 25, data[self.symbol].Price + 50)
stop_price = self.ticket.Get(OrderField.StopPrice)
self.Log(f"StopPrice: {stop_price}")