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
-6.421
Tracking Error
0.065
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion


class FatYellowGreenScorpion(QCAlgorithm):

    currentBar = None

    def Initialize(self):
        self.SetStartDate(2020, 1, 1) 
        self.SetEndDate(2021, 1, 1)
        self.SetCash(100000)
        
        self.symbol = self.AddEquity("TQQQ", Resolution.Minute).Symbol

        # Create data consolidator:
        self.Consolidate(self.symbol, timedelta(minutes=15), self.OnDataConsolidated)

        # Calculate the HMA with 30 15-minute bars
        self.hma = HullMovingAverage(self.symbol, 30)
        self.RegisterIndicator(self.symbol, self.hma, timedelta(minutes=15))

        self.calls = 0

    def OnDataConsolidated(self, bar):
        self.currentBar = bar
        if self.Time <= datetime(2020, 1, 17):
            return
        self.calls += 1
        if self.calls > 100:
            self.Quit()
        self.Log(f"{self.Time} -- {self.hma.Current.Value}")

    def OnData(self, data: Slice):
        if self.hma.IsReady:
            self.Plot("My Indicators", "hullmovingaverage", self.hma.Current)