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
-4.504
Tracking Error
0.183
Treynor Ratio
0
Total Fees
$0.00
 
class OptimizedTachyonGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 13)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity('SPY', Resolution.Daily)
        
        period = 3
        displacement = 3
        
        self.sma = self.SMA('SPY', period, Resolution.Daily)
        self.sma.Updated += self.UpdateDelay
        self.sma_delay = Delay(displacement)

    def UpdateDelay(self, sender, updated):
        if self.sma.IsReady:
            self.Log('SMA: ' + str(self.sma.Current.Value))
            self.sma_delay.Update(self.Time, self.sma.Current.Value)
            if self.sma_delay.IsReady:
                self.Log('SMA Delayed: ' + str(self.sma_delay.Current.Value))