I don't know that what's wrong with my strategy.

class Bluesky(QCAlgorithm):
   def Initialize(self):
       self.firstmacd=None
       self.SetStartDate(2021, 3, 21)  # Set Start Date
       self.SetCash(100000)  # Set Strategy Cash
       self.AddEquity("TQQQ", Resolution.Daily)
       self.firstmacd=self.MACD("TQQQ", 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily)

   def OnData(self, data):
       if self.firstmacd>=0:
           self.SetHoldings("TQQQ", 1)
       elif self.firstmacd<0:
           self.SetHoldings("TQQQ", 0)