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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class NadionMultidimensionalAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 12, 16)  # Set Start Date
        self.SetEndDate(2019, 1, 15)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.rw = RollingWindow[float](10)


    def OnData(self, data):
        self.rw.Add(data["SPY"].Close)
        if (self.rw.IsReady):
            self.Log(sum(self.rw)/self.rw.Count)