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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class ResistanceParticleEngine(QCAlgorithm):
    def _BuildHistory(self, equity):
        historyDF = self.History(equity.Symbol, timedelta(5))
        equityHistory = historyDF.loc[equity.Symbol]
        self.Debug(equityHistory)
    
    def Initialize(self):
        self.SetStartDate(2020, 10, 16)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        spy = self.AddEquity("SPY", Resolution.Daily)
        self._BuildHistory(spy)
        


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)