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
-2.129
Tracking Error
0.158
Treynor Ratio
0
Total Fees
$0.00
 
class HorizontalResistanceRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 22)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        
        self.rw = RollingWindow[float](7)


    def OnData(self, data):
        if not data.Bars.ContainsKey('SPY'):
            return
        
        
        close = data['SPY'].Close
        
        if self.rw.IsReady and close < min(list(self.rw)[1:]):
            self.Log('below')
        
        self.rw.Add(close)