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
-1.392
Tracking Error
0.157
Treynor Ratio
0
Total Fees
$0.00
 
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class CalmYellowGreenDogfish : QCAlgorithm
    {

		StandardDeviation sd1;
		Delay sd2;

        public override void Initialize()
        {
            SetStartDate(2020, 8, 25);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            var symbol = AddEquity("SPY", Resolution.Daily).Symbol;

			sd1 = STD(symbol, 30);
			sd2 = IndicatorExtensions.Of(new Delay(1), sd1);
        }

        /// 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 (sd1.IsReady) {
            	Plot("STD", "Current", sd1.Current.Value);
            	Plot("STD", "Delayed", sd2.Current.Value);
        	}
        }

    }
}