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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class stdMomp(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2022, 4, 10) 
        self.SetEndDate(2022, 4, 10)   
        resolution = Resolution.Hour
        self.stock = self.AddEquity("SPY", Resolution.Hour).Symbol
        self.SetWarmUp(20 + 1, resolution)
        
        
            
        self.momp = self.MOMP(self.stock, 1, resolution)
        std = StandardDeviation(20)
        self.std = IndicatorExtensions.Of(self.momp, std) 

        
        

    
            
            
    def OnData(self, slice):
        stdvalue = self.std.Current.Value
        mompval = self.momp.Current.Value
        self.Debug(f'{stdvalue} stdvalue')
        self.Debug(f'{mompval} mompvalue')