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
0.084
Tracking Error
0.154
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# N minutes bar consolidator

# --------------------------------
STOCK = 'AAPL'; BAR = 390; MA = 20;
# --------------------------------

class CustomIndicatorAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2021, 6, 9)   
        self.SetEndDate(2022, 6, 9)  
        res = Resolution.Minute
        self.stock = self.AddEquity(STOCK, res).Symbol
        consolidator = TradeBarConsolidator(timedelta(minutes = BAR)) 
        self.Consolidate(self.stock, timedelta(minutes = BAR), self.BarHandler)
        self.sma = SimpleMovingAverage(MA)
        self.RegisterIndicator(self.stock, self.sma, consolidator)
        self.SetWarmUp(MA*BAR, res)


    def BarHandler(self, consolidated):
        if self.IsWarmingUp or not self.sma.IsReady: return

        self.Plot(self.stock, "Close", self.Securities[self.stock].Close)
        self.Plot(self.stock, "SMA", self.sma.Current.Value)