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
4.781
Tracking Error
0.156
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class CrawlingBrownTermite(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 2, 1)  # Set Start Date
        self.SetEndDate(2016, 2, 9)
        self.AddEquity("RMNI", Resolution.Minute)


    def OnData(self, data):
        if "RMNI" in data.QuoteBars and self.Time.hour == 14:
            self.Log(f'{self.Time} {data.QuoteBars["RMNI"].Bid.Close} {data.QuoteBars["RMNI"].Ask.Close}')