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
-1.441
Tracking Error
0.105
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from System.Drawing import Color
class SmoothFluorescentYellowHorse(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 7, 2)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        stockPlot = Chart('Trade Plot')
        stockPlot.AddSeries(Series("Buy", SeriesType.Scatter, "", Color.Yellow))
        stockPlot.AddSeries(Series("Sell", SeriesType.Scatter, "", Color.Red))
        self.AddChart(stockPlot)
        self.count = 0
        self.check = -1


    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 data["SPY"] is None: return

        self.lastPrice = data["SPY"].Close
        self.count+=1
        if self.count%10 ==0:
            self.check*=-1
        if self.check>0:
            self.Plot("Trade Plot", "Buy", self.lastPrice)
        else:
            self.Plot("Trade Plot", "Sell", self.lastPrice)