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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class AlertBlueBat(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 16)  # Set Start Date
        self.SetEndDate(2020, 11, 18)
        self.SetCash(100000)  # Set Strategy Cash
        
        symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        
        start_hour = int(self.GetParameter('start_hour'))
        start_min = int(self.GetParameter('start_min'))
        
        end_hour = int(self.GetParameter('end_hour'))
        end_min = int(self.GetParameter('end_min'))
        
        self.Schedule.On(self.DateRules.EveryDay(symbol), self.TimeRules.At(start_hour, start_min), self.start)
        self.Schedule.On(self.DateRules.EveryDay(symbol), self.TimeRules.At(end_hour, end_min), self.end)
        self.trade = False
        
    def start(self):
        self.trade = True
    
    def end(self):
        self.trade = False


    def OnData(self, data):
        if self.trade:
            self.Quit()  # place trades here