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
$1.00
Estimated Strategy Capacity
$820000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
class FatRedOrangeChinchilla(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 11, 1)
        self.SetCash(100000)
        self.spy = self.AddEquity("SPY", Resolution.Second, "USA", False, 0, True).Symbol

    def OnData(self, data):
        if not self.Portfolio[self.spy].Invested:
            openOrders = self.Transactions.GetOpenOrders(self.spy)
            if len(openOrders) == 0:
                self.MarketOnOpenOrder("SPY", 100)