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
-2.289
Tracking Error
0.123
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SquareOrangeBull(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 12, 23)
        self.SetCash(100000) 
        self.dataBySymbol = {}
        spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.dataBySymbol[spy] = self.RSI(spy,10,Resolution.Daily)
        apl = self.AddEquity("AAPL",Resolution.Daily).Symbol
        self.dataBySymbol[apl] = RelativeStrengthIndex(10)
        consolidator = TradeBarConsolidator(CalendarType.Weekly)
        self.RegisterIndicator(apl, self.dataBySymbol[apl], TradeBarConsolidator(CalendarType.Monthly))
        self.SetWarmup(100,Resolution.Daily)
    def OnData(self, data):
        if self.IsWarmingUp:return
        for symbol in self.dataBySymbol:
            if symbol in data.Bars:
                self.Debug("RSI of "+str(symbol)+"is "+str(self.dataBySymbol[symbol].Current.Value))