Overall Statistics
Total Orders
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
1.071%
Drawdown
2.100%
Expectancy
0
Start Equity
100000
End Equity
104230.05
Net Profit
4.230%
Sharpe Ratio
-2.346
Sortino Ratio
-2.756
Probabilistic Sharpe Ratio
25.919%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.029
Beta
0.074
Annual Standard Deviation
0.01
Annual Variance
0
Information Ratio
-0.768
Tracking Error
0.127
Treynor Ratio
-0.325
Total Fees
$0.00
Estimated Strategy Capacity
$37000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.00%
#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CharlesSchwabBrokerageExampleAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetCash(100000);
            
            SetBrokerageModel(BrokerageName.CharlesSchwab, AccountType.Margin);
            
            _symbol = AddEquity("SPY", Resolution.Minute).Symbol;

            // Set default order properties
            DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled;
        }
        
        public override void OnData(Slice data)
        {
            if (Portfolio.Invested)
            {
                return;
            }
            
            // Place an order with the default order properties
            LimitOrder(_symbol, 10, data[_symbol].Price + 10);
            
            // Place an order and with new order properties
            var orderProperties = new CharlesSchwabOrderProperties
            {
                TimeInForce = TimeInForce.Day,
                ExtendedRegularTradingHours = true
            };
            var ticket = LimitOrder(_symbol, 10, Math.Round(data[_symbol].Price * 0.9m, 2), orderProperties: orderProperties);
            
            // Update the order
            var updateFields = new UpdateOrderFields { 
                Quantity = 8,
                LimitPrice = Math.Round(data[_symbol].Price + 10, 2),
                Tag = "Informative order tag"
            };
            var response = ticket.Update(updateFields);
            if (!LiveMode && response.IsSuccess)
            {
                Debug("Order updated successfully");
            }
        }

    }
}