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 0.084 Tracking Error 0.154 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# N minutes bar consolidator # --------------------------------- STOCK = 'AAPL'; BAR = 390; MA = 20; # --------------------------------- class CustomIndicatorAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 6, 9) self.SetEndDate(2022, 6, 9) res = Resolution.Minute self.stock = self.AddEquity(STOCK, res).Symbol consolidator = TradeBarConsolidator(timedelta(minutes = BAR)) self.Consolidate(self.stock, timedelta(minutes = BAR), self.BarHandler) self.sma = SimpleMovingAverage(MA) self.RegisterIndicator(self.stock, self.sma, consolidator) self.SetWarmUp(MA*BAR, res) def BarHandler(self, consolidated): if self.IsWarmingUp or not self.sma.IsReady: return self.Plot(self.stock, "Close", self.Securities[self.stock].Close) self.Plot(self.stock, "SMA", self.sma.Current.Value)