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
-1.147
Tracking Error
0.134
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class NadionTachyonInterceptor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity('SPY', Resolution.Daily)
        
        renkoClose3 = RenkoConsolidator(3)
        renkoClose3.DataConsolidated += self.HandleRenkoClose3
        renkoClose10 = RenkoConsolidator(10)
        renkoClose10.DataConsolidated += self.HandleRenkoClose10
        
        # Register the consolidator for data.
        self.SubscriptionManager.AddConsolidator('SPY', renkoClose3)
        self.SubscriptionManager.AddConsolidator('SPY', renkoClose10)
    
    def HandleRenkoClose3(self, sender, updated):
        self.Plot('Custom', 'Renko3', updated.Close)
    
    def HandleRenkoClose10(self, sender, updated):
        self.Plot('Custom', 'Renko10', updated.Close)