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
-0.22
Tracking Error
0.21
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class DeterminedLightBrownLemur(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 5, 18)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity('DIA', Resolution.Minute).Symbol
        history = self.History(
            tickers=[self.symbol], 
            start=self.Time - timedelta(hours=5), 
            end=self.Time, 
            resolution=Resolution.Minute, 
            fillForward=False, 
            extendedMarket=True, 
            dataMappingMode=DataMappingMode.OpenInterest, 
            dataNormalizationMode=DataNormalizationMode.Raw, 
            contractDepthOffset=0)
        
        self.prev_bar =  history.iloc[-1]
        self.Debug(str(self.prev_bar))


    def OnData(self, data: Slice):
        pass