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
-0.832
Tracking Error
0.133
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class FocusedRedCoyote(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 20)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.tradeBarWindow = RollingWindow[TradeBar](3)
        self.apl = self.AddEquity("AAPL", Resolution.Daily).Symbol

    def OnData(self, data: Slice):
        if not self.apl in data.Bars:return
        self.tradeBarWindow.Add(data.Bars[self.apl])
        if data.Splits.ContainsKey("AAPL"):
            history = self.History(self.apl,3,Resolution.Daily)
            self.newWindow = RollingWindow[TradeBar](3)
            for bar in history.itertuples():
                tradebar = TradeBar(bar.Index[1], self.apl, bar.open, bar.high, bar.low, bar.close, bar.volume)
                self.newWindow.Add(tradebar)
            for i in range(0,3):
                self.Log(str(self.tradeBarWindow[i])+" "+str(self.newWindow[i]))