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 0.202 Tracking Error 0.11 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
#region imports from AlgorithmImports import * #endregion from datetime import datetime, date, time from datetime import timedelta class TradeStrategyTest(QCAlgorithm): def Initialize(self): self.SetStartDate(2023,5,13) #Set Start Date self.SetEndDate(2023,5,24) #Set End Date self.SetCash(100000) #Set Strategy Cash self.mysymbol = "ACRS" self.AddEquity(self.mysymbol, Resolution.Minute) self.AddEquity("SPY") IndicatorPlot2 = Chart("Price Action") IndicatorPlot2.AddSeries(Series("Price", SeriesType.Line,"", Color.White)) self.AddChart(IndicatorPlot2) def OnData(self, data): # Set local variables price = self.Securities[self.mysymbol].Price self.Plot('Price Action', 'Price', price)