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
-3.899
Tracking Error
0.106
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
namespace QuantConnect.Algorithm.CSharp
{
    public class GeekyVioletAntelope : QCAlgorithm
    {
    	private SimpleMovingAverage _spyDailySma;

        public override void Initialize()
        {
            SetStartDate(2021, 3, 8);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Minute);
            _spyDailySma = SMA("SPY",30,Resolution.Daily);
            var closeWindow = new RollingWindow<decimal>(30);
            var tradeBarHistory = History<TradeBar>("SPY", 30, Resolution.Daily);
            foreach (TradeBar tradeBar in tradeBarHistory)
            {
                _spyDailySma.Update(tradeBar.EndTime, tradeBar.Close);
                closeWindow.Add(tradeBar.Close);
            }
            Debug(_spyDailySma.Current.Value);
            


        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings("SPY", 1);
            //    Debug("Purchased Stock");
            //}
        }

    }
}