Overall Statistics
Total Orders
7
Average Win
0%
Average Loss
-4.14%
Compounding Annual Return
-18.540%
Drawdown
63.000%
Expectancy
-1
Start Equity
100000
End Equity
77242.48
Net Profit
-22.758%
Sharpe Ratio
-0.139
Sortino Ratio
-0.174
Probabilistic Sharpe Ratio
8.197%
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.135
Beta
-2.224
Annual Standard Deviation
0.502
Annual Variance
0.252
Information Ratio
-0.29
Tracking Error
0.558
Treynor Ratio
0.031
Total Fees
$8.79
Estimated Strategy Capacity
$220000000.00
Lowest Capacity Asset
TSLA UNU3P8Y3WFAD
Portfolio Turnover
0.49%
 
# region imports
from AlgorithmImports import *
# endregion

class HyperActiveRedOrangeAlpaca(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 1, 29)
        self.SetCash(100000)
        self.tsla = self.AddEquity("TSLA", Resolution.Minute).Symbol
        
        # Initialize RSI indicator with a period of 14 (default)
        self.rsi = self.RSI(self.tsla, 14, MovingAverageType.Wilders, Resolution.Minute)
        
        self.is_invested = False

    def OnData(self, data: Slice):
        if not self.rsi.IsReady:
            return
        
        current_rsi = self.rsi.Current.Value

        if not self.Portfolio.Invested and current_rsi != 99:
            self.SetHoldings(self.tsla, -1)  # Short TSLA
            self.is_invested = True
        elif self.is_invested and current_rsi == 1:
            self.Liquidate(self.tsla)  # Exit short position
            self.is_invested = False