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
-0.604
Tracking Error
0.278
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion


class FatYellowGreenScorpion(QCAlgorithm):

    currentBar = None

    def Initialize(self):
        self.SetStartDate(2020, 1, 1) 
        self.SetEndDate(2021, 1, 1)
        self.SetCash(100000)
        self.tqqq = self.AddEquity("tqqq", Resolution.Minute).Symbol

        
        self.hma = self.HMA(self.tqqq, 30)
        self.consolidator = TradeBarConsolidator(timedelta(minutes=15))
        self.RegisterIndicator(self.tqqq, self.hma, self.consolidator)
        self.SubscriptionManager.AddConsolidator(self.tqqq, self.consolidator)



    def OnData(self, data: Slice):
        self.Log(self.currentBar)
        self.Log(data.values)
        self.Log(self.hma)