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
-0.898
Tracking Error
0.152
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# LWMA_RSI Indicator

# ---------------------------------
STOCK = "MSFT"; RSI = 30; MA = 100; 
# ---------------------------------

class LWMA_RSI_Indicator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 6, 24)
        self.SetEndDate(2021, 12, 21)
        self.stock = self.AddEquity(STOCK, Resolution.Daily).Symbol
        self.rsi = self.RSI(self.stock, RSI, Resolution.Daily)
        self.lwma_rsi = IndicatorExtensions.Of(LinearWeightedMovingAverage(MA), self.rsi)
        self.SetWarmUp(RSI + MA + 1, Resolution.Daily)

    
    def OnData(self, data):
        if self.IsWarmingUp: return
        if not self.lwma_rsi.IsReady: return

        self.Plot('Indicator', "RSI", self.rsi.Current.Value)
        self.Plot('Indicator', "LWMA_RSI", self.lwma_rsi.Current.Value)