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 -0.743 Tracking Error 0.397 Treynor Ratio 0 Total Fees $0.00 |
class VerticalTachyonPrism(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 3, 2) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("SPY", Resolution.Daily) 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 ''' firstDayOfMonth = (self.Time.day == 1) if firstDayOfMonth: self.Debug("It's the first of the month! " + str(self.Time.month) + "/" + str(self.Time.day)) else: self.Debug("It's not the first of the month! " + str(self.Time.month) + "/" + str(self.Time.day)) # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1)