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
-0.481
Tracking Error
0.212
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class JumpingAsparagusMosquito(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 2, 4)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Daily)
        self.symbol = self.spy.Symbol

        self.slow = ExponentialMovingAverage(200)
        self.low = IndicatorExtensions.MIN(self.slow, 252)

    def OnData(self, data: Slice):
        if self.symbol in data.Bars:
            tradebar = data.Bars[self.symbol]
            self.slow.Update(tradebar.EndTime, tradebar.Close)
        if not self.low.IsReady:
            return
        self.Plot("low", "low", self.low.Current.Value)