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
-1.187
Tracking Error
0.178
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class GeekyYellowGreenButterfly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 2)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        
        self.macd = MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential)
        self.RegisterIndicator(self.symbol, self.macd, timedelta(minutes=10))
        
        # Optional: Used for plotting
        consolidator = TradeBarConsolidator(timedelta(minutes=10))
        consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.symbol, consolidator)


    def consolidation_handler(self, sender, bar):
        self.Plot("MACD", "Value", self.macd.Current.Value)