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
4.046
Tracking Error
0.11
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
import numpy as np
from System.Drawing import Color

class VerticalTransdimensionalCoreWave(QCAlgorithm):

    def Initialize(self):
        
        self.SetTimeZone("America/New_York")
        
        self.SetStartDate(2020,11,16)
        self.SetEndDate(2020,11,23)

        self.TQQQ = self.AddEquity("TQQQ", Resolution.Minute)
        self.SetCash(10000)  # Set Strategy Cash
        self.SetWarmUp(1500)
        
        self.Firststock = "TQQQ"

        self.FirstHMAPeriod = 150

        self.Firsthma = self.HMA(self.Firststock, self.FirstHMAPeriod, Resolution.Minute) 
        stockPlot = Chart("Trade Plot")
        stockPlot.AddSeries(Series("Price Close", SeriesType.Line, 0))
        self.AddChart(stockPlot)

    
    def OnData(self, data): 
        if self.IsWarmingUp: return 
        
        if self.CurrentSlice.Bars.ContainsKey("TQQQ"):
            self.Price = data[self.Firststock].Value
            
            Set_Price_Time = self.Time.replace(hour=9, minute=31, second=0)
            
            if self.Time == Set_Price_Time: 
                self.OpenPrice = self.Price
                
            self.PercentDiff = self.Price-self.OpenPrice
            self.PercentDifftwo = self.Firsthma.Current.Value-self.OpenPrice
            
            self.Plot("Trade Plot", "Price Close", self.Price)
            self.Plot("Trade Plot", "FirstHMA", self.Firsthma.Current.Value)
         
           
            self.Plot("First Plot", "OpenPrice", self.PercentDiff)
            self.Plot("First Plot", "OpenPricetwo", self.PercentDifftwo)