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
-0.593
Tracking Error
0.227
Treynor Ratio
0
Total Fees
$0.00
 
class ResistanceMultidimensionalCompensator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 25)  # Set Start Date
        self.SetEndDate(2020, 9, 3)
        
        self.SetCash(100000)  # Set Strategy Cash
        
        aapl = self.AddEquity("AAPL", Resolution.Daily)
        aapl.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.symbol = aapl.Symbol
        
    def OnData(self, data):
        if data.ContainsKey(self.symbol) and data[self.symbol] is not None:
            self.Plot("Price", "Raw", data[self.symbol].Close)
        
    def OnEndOfAlgorithm(self):
        closes = self.History(self.symbol, 30, Resolution.Daily).loc[self.symbol].close
        self.Log(f"Closes:\n{closes.to_string()}")