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
-0.789
Tracking Error
0.165
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SwimmingRedJaguar(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 15)  # Set Start Date
        self.SetEndDate(2021,12,25)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol=self.AddEquity("SPY", Resolution.Hour, extendedMarketHours=True).Symbol
        self.smaInd=self.SMA(self.symbol, 9, Resolution.Hour)
        self.SetWarmUp(10)


    def OnData(self, data):
        if data[self.symbol] is None: return
    
        close=data[self.symbol].Close
        open=data[self.symbol].Open
        high=data[self.symbol].High
        low=data[self.symbol].Low
        
        
        self.Plot('Price', 'Price', close)
        self.Plot('Price', 'Open', open)
        self.Plot('Price', 'High', high)
        self.Plot('Price', 'Low', low)
        self.Plot('SMA', 'SMA', self.smaInd.Current.Value)