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
4.443
Tracking Error
0.161
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
#region imports
from AlgorithmImports import *
#endregion

class CryingGreenDolphin(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 12, 6)
        self.SetEndDate(2018, 12, 17)
        self.SetCash(100000)
        self.aapl = self.AddEquity("AAPL", Resolution.Daily)
        self.DefaultOrderProperties.TimeInForce = TimeInForce.Day

    def OnData(self, data: Slice):
        #self.MarketOrder(self.aapl.Symbol, 100)
        self.LimitOrder(self.aapl.Symbol, 100, data[self.aapl.Symbol].Close * 1.2)