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
-1.726
Tracking Error
0.149
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Highest Close and Lowest Close 

from AlgorithmImports import *

# --------------------------
STOCK = "GME"; PERIOD = 252;
# --------------------------
class HighestHighAndLowestLow(QCAlgorithm):
    
    def Initialize(self): 
        self.SetStartDate(2020, 9, 14)
        self.SetEndDate(2020, 12, 14)
        self.stock = self.AddEquity(STOCK, Resolution.Minute).Symbol 
        self.SetWarmUp(PERIOD + 1, Resolution.Daily)
        self.hc = Maximum(PERIOD)
        self.lc = Minimum(PERIOD)
        self.RegisterIndicator(self.stock, self.hc, Resolution.Daily)
        self.RegisterIndicator(self.stock, self.lc, Resolution.Daily)
        
    def OnData(self, data):
        if self.IsWarmingUp or not self.hc.IsReady or not self.lc.IsReady: return
        if not (self.Time.hour == 9 and self.Time.minute == 31): return       
 
        price = self.Securities[self.stock].Price
        hc = self.hc.Current.Value
        lc = self.lc.Current.Value
        
        self.Plot(self.stock, 'price', price)
        self.Plot(self.stock, 'hc', hc)
        self.Plot(self.stock, 'lc', lc)