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
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 BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2013,10, 7)  # Set Start Date
        self.SetEndDate(2013,10,8)    # Set End Date
        self.SetCash(100000)           # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Hour)
        self.HA = self.HeikinAshi("SPY", Resolution.Hour)
        self.SetWarmUp(10)
        
    def OnData(self, data):
        if self.IsWarmingUp: return
        current_value = self.HA.Current.Value
        low = self.HA.Low
        high = self.HA.High
        volume = self.HA.Volume