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
-0.872
Tracking Error
0.274
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
# PRICE, HMA, PSAR, PSAR(HMA)

STOCK = "SPY"; PERIOD = 30; 

class HmaPsarExtension(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 1)  
        self.SetEndDate(2021, 4, 21)
        self.SetCash(10000) 
        
        self.stock  = self.AddEquity(STOCK, Resolution.Daily).Symbol 
        self.SetWarmUp(200)

        self.hma = self.HMA(self.stock, PERIOD, Resolution.Daily)
        self.Parabolic = self.PSAR(self.stock, 0.02, 0.02,  0.20, Resolution.Daily)
        self.ParabolicHMA = IndicatorExtensions.Of(self.HMA(self.stock, PERIOD, Resolution.Daily), self.Parabolic)
        
        
    def OnData(self, data):

        if self.hma.IsReady:
            curr_price = self.Securities[self.stock].Price 
            
            self.Plot("Indicator", "price", curr_price)
            self.Plot("Indicator", "HMA", self.hma.Current.Value)
            self.Plot("Indicator", "Parabolic", self.Parabolic.Current.Value)
            self.Plot("Indicator", "ParabolicHMA", self.ParabolicHMA.Current.Value)