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
-0.866
Tracking Error
0.211
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *


class EquitiesTemplate(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)  # Set Start Date
        self.SetEndDate(2022, 1, 1)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash

        self.spy = self.AddEquity("SPY", Resolution.Daily)
        self.sma = self.SMA("SPY", 20)
        consolidator =self.Consolidate("SPY", CalendarType.Weekly, self.OnDataConsolidated)
        self.RegisterIndicator("SPY", self.sma, consolidator)
        self.SetWarmUp(20)

    def OnDataConsolidated(self, bar):
        self.CurrentBar = bar

        self.Plot("Weekly Consolidator", "Curr_bar", self.CurrentBar.Close)