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
-2.087
Tracking Error
0.209
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
import math
# endregion

class WellDressedBrownCrocodile(QCAlgorithm):

    def Initialize(self):
        self.SetSecurityInitializer(lambda x: x.SetDataNormalizationMode(DataNormalizationMode.Raw))
        self.SetStartDate(2022, 10, 25)  
        self.SetEndDate(2022, 12, 4)
        self.SetCash(100000)  
        self.fx = self.AddForex("GBPUSD", Resolution.Daily)
        self.symbol = self.fx.Symbol


        self.rsi = self.RSI(self.symbol, 14, MovingAverageType.Simple, Resolution.Daily)


        history = self.History(self.symbol, 20)
        for index, row in history.loc[self.symbol].iterrows():
            self.rsi.Update(index, row["close"])


    def OnData(self, slice: Slice) -> None:
        if not self.rsi.IsReady:
            self.Debug("not ready")
            return

        if self.rsi.IsReady:
            self.Plot("My Indicators", "relativestrengthindex", self.rsi.Current)