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
-2.846
Tracking Error
0.139
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class CalmRedOrangePig(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("TSLA", Resolution.Daily).Symbol
        
        self.indicator = AverageTrueRange(30, MovingAverageType.Wilders)


    def OnData(self, data):
        if not (data.ContainsKey(self.symbol) and data[self.symbol] is not None):
            return
        
        if True: # Put the function here
            self.indicator.Update(data[self.symbol])
        
        if self.indicator.IsReady:
            self.Plot('ATR', 'Value', self.indicator.Current.Value)