Overall Statistics
Total Trades
1
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
Tracking Error
0
Treynor Ratio
0
Total Fees
$1.89
Estimated Strategy Capacity
$150000000.00
Lowest Capacity Asset
NAOV WP7W43DZ6MW5
 
class OpeningRangeBreakout(QCAlgorithm):
    
    openingBar = None 
    
    def Initialize(self):
        self.SetStartDate(2021, 7, 29)  
        self.SetEndDate(2021, 7, 29)  
        self.SetCash(100000)
        self.AddEquity("NAOV", Resolution.Minute, Market.USA, True, 1, True)
        

        
    def OnData(self, data):
        if self.Time.hour ==9 and self.Time.minute ==25:
            self.StopMarketOrder("NAOV", 378, 2.64)
        
        if self.Time.hour == 9 and self.Time.minute > 24 and self.Time.minute < 31:
            for symbol in self.ActiveSecurities.Values:
                self.Log(f"{data[symbol.Symbol].Time} {data[symbol.Symbol].EndTime} MIN DATA H:{data[symbol.Symbol].High} L:{data[symbol.Symbol].Low} O:{data[symbol.Symbol].Open} C:{data[symbol.Symbol].Close}")