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 -0.604 Tracking Error 0.278 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports from AlgorithmImports import * # endregion class FatYellowGreenScorpion(QCAlgorithm): currentBar = None def Initialize(self): self.SetStartDate(2020, 1, 1) self.SetEndDate(2021, 1, 1) self.SetCash(100000) self.symbol = self.AddEquity("TQQQ", Resolution.Minute).Symbol # Create data consolidator: self.Consolidate(self.symbol, timedelta(minutes=15), self.OnDataConsolidated) # Calculate the HMA with 30 15-minute bars self.hma = HullMovingAverage(self.symbol, 30) self.RegisterIndicator(self.symbol, self.hma, timedelta(minutes=15)) def OnDataConsolidated(self, bar): self.currentBar = bar def OnData(self, data: Slice): if self.hma.IsReady: self.Plot("My Indicators", "hullmovingaverage", self.hma.Current)