| Overall Statistics |
|
Total Orders 2 Average Win 0% Average Loss 0% Compounding Annual Return 0.436% Drawdown 0.100% Expectancy 0 Start Equity 100000 End Equity 100192.91 Net Profit 0.193% Sharpe Ratio -37.332 Sortino Ratio -48.731 Probabilistic Sharpe Ratio 82.442% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.054 Beta 0.015 Annual Standard Deviation 0.001 Annual Variance 0 Information Ratio -2.341 Tracking Error 0.091 Treynor Ratio -3.471 Total Fees $2.00 Estimated Strategy Capacity $6200000000.00 Lowest Capacity Asset SPY R735QTJ8XC9X Portfolio Turnover 0.01% |
#region imports
from AlgorithmImports import *
#endregion
class QCPaperTradingBrokerageExampleAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2024, 1, 1)
self.SetCash(100000)
self.SetBrokerageModel(BrokerageName.QuantConnectBrokerage, AccountType.Margin)
# Set resolution to second
self.symbol = self.AddEquity("SPY", Resolution.Second).Symbol
# Set default order properties
self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
def OnData(self, data):
if self.Portfolio.Invested:
return
# Place an order with the default order properties
self.MarketOrder(self.symbol, 1)
# Place an order with new order properties
order_properties = OrderProperties()
order_properties.TimeInForce = TimeInForce.GoodTilCanceled
ticket = self.LimitOrder(self.symbol, 1, data[self.symbol].Price * 1.002, orderProperties = order_properties)
# Update the order
update_fields = UpdateOrderFields()
update_fields.Quantity = 2
update_fields.LimitPrice = data[self.symbol].Price * 1.005
update_fields.Tag = "Informative order tag"
response = ticket.Update(update_fields)
if not self.LiveMode and response.IsSuccess:
self.Debug("Order updated successfully")