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 |
import numpy as np class LongRSI_test(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 4, 1) self.SetCash(100000) res = Resolution.Minute self.msft = self.AddEquity("MSFT", res).Symbol self.SetWarmUp(10, res) self.msft_rsi = RelativeStrengthIndex(self.msft, 6) def OnData(self, data): if self.IsWarmingUp: return self.msft_rsi.Update(self.Time, self.Securities[self.msft].Close) self.Log(f"MSFTrsi: {self.msft_rsi}") if self.msft_rsi.Current.Value >= 80: self.Log(f"rsiabove80")