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
-2.937
Tracking Error
0.261
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class EnergeticYellowElephant(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 10, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.symbol = self.AddEquity("TWTR", Resolution.Daily).Symbol
        self.EnableAutomaticIndicatorWarmUp = True
        self.sma = self.SMA(symbol=self.symbol, period=20, resolution=Resolution.Daily, selector=Field.Volume)

    def OnData(self, data: Slice):
        self.Debug(f"{self.Time}: {self.sma.Current.Value}")