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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class HorizontalQuantumCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 26)
        self.SetEndDate(2019, 11, 26)
        self.SetCash(100000)
        spxl = self.AddEquity("SPXL", Resolution.Minute).Symbol
        self.vwap = self.VWAP(spxl, 10)


    def OnData(self, data):
        if data.Time.hour >= 15:
            self.Log(self.vwap.Current.Value)