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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class ADXTester(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,3, 5)   # Set Start Date
        self.SetEndDate(2020,3,20)      # Set End Date
        self.SetCash(10000)            # Set Strategy Cash
        self.tcker    = "AAPL"
        self.AddEquity(self.tcker, Resolution.Daily)
        self.ADX_Ind = self.ADX(self.tcker, 5, Resolution.Daily)

    def OnData(self, data):
        self.adx = self.ADX_Ind.Current.Value
        self.Debug("{} {} Close: {} ADX: {}".format(self.Time, self.tcker, data[self.tcker].Close, self.adx))