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
 
class HorizontalResistanceSplitter(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 7, 25)  # Set Start Date
        self.SetEndDate(2019, 7, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.sym = self.AddEquity("AAL", Resolution.Second).Symbol
        
        # Setup indicators
        lookback = 30
        self.mom = self.MOM(self.sym, lookback, Resolution.Second)
        self.SetWarmUp(lookback, Resolution.Second)


    def OnData(self, data):
        # Ensure indicators are ready
        if not self.mom.IsReady:
            return
        
        # Gather difference from indicator info
        diff = self.mom.Current.Value