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
0.64
Tracking Error
0.121
Treynor Ratio
0
Total Fees
$0.00
 
class OptimizedResistanceProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 21)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.indicator1 = self.SMA(symbol, 5, Resolution.Daily)
        self.EnableAutomaticIndicatorWarmUp = True
        self.indicator2 = self.SMA(symbol, 5, Resolution.Daily)


    def OnData(self, data):
        self.Log(f"1 Ready: {int(self.indicator1.IsReady)}")
        self.Log(f"2 Ready: {int(self.indicator2.IsReady)}")