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
-23.797
Tracking Error
0.121
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
import numpy as np

class LongRSI_test(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 3, 31)  
        self.SetCash(100000)  
        res = Resolution.Minute
        self.msft = self.AddEquity("MSFT", res).Symbol
        self.SetWarmUp(10, res)
        self.msft_rsi = RelativeStrengthIndex(self.msft, 6) 

    def OnData(self, data):
        if self.IsWarmingUp: return
        self.msft_rsi.Update(self.Time, self.Securities[self.msft].Close)
        self.Log(f"MSFTrsi: {self.msft_rsi}")