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
-8.91
Tracking Error
0.223
Treynor Ratio
0
Total Fees
$0.00
### Demonstrates how to create a custom indicator and register it for automatic updated
class CustomIndicatorAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2013,10,7)
        self.SetEndDate(2013,10,11)
        symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        
        self.indicator = CustomSimpleMovingAverage('custom', symbol, 4)
        self.RegisterIndicator("SPY", self.indicator, Resolution.Minute)

    def OnData(self, data):
        if self.indicator.IsReady:
            self.Plot("Custom SMA", "Value", self.indicator.Value)


# Python implementation of SimpleMovingAverage.
# Represents the traditional simple moving average indicator (SMA).
class CustomSimpleMovingAverage(PythonIndicator):
    def __init__(self, name, symbol, period):
        self.Name = name
        self.Time = datetime.min
        self.Value = 0
        self.sma = SimpleMovingAverage(period)


    # Update method is mandatory
    def Update(self, input):
        self.Time = input.Time
        self.sma.Update(input.Time, input.Close)
        
        if self.sma.IsReady:
            self.Value = self.sma.Current.Value
        return self.sma.IsReady