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 ResistanceOptimizedShield(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 9, 19) # Set Start Date self.SetEndDate(2019, 9, 29) self.SetCash(100000) # Set Strategy Cash # Subscribe to SPY data self.AddEquity("SPY", Resolution.Minute) # Define indicator self.sma = self.SMA("SPY", 64, Resolution.Daily) # We warm up our indicator with historical data self.SetWarmUp(64) 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 algorithm is warming up, wait if self.IsWarmingUp: return self.Debug(f"SPY SMA: {self.sma.Current.Value}")