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
0.263
Tracking Error
0.133
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SleepyRedBeaver(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 8, 28)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("IBM", Resolution.Hour)
        self.obv = OnBalanceVolume()
        self.RegisterIndicator("IBM", self.obv, Resolution.Hour)
        self.obvmax = IndicatorExtensions.Of(Maximum(12),self.obv)
        self.obvMax = IndicatorExtensions.Of(Delay(1), self.obvmax )


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        if self.obvMax.IsReady:
            self.Debug(str(self.obvMax.Current.Value))