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
-0.668
Tracking Error
0.303
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class TrailingStopLoss(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetEndDate(2020, 12, 31)
        self.stock = self.AddEquity("LNN", Resolution.Daily).Symbol
        
 
        self.sma = self.SMA(self.stock, 30, Resolution.Daily)

        closing_prices = self.History(self.stock, 30, Resolution.Daily)["close"]
        for time, price in closing_prices.loc[self.stock].items():
            self.sma.Update(time, price)

         
        


    def OnData(self, data):
        
        hist = self.History(self.stock, timedelta(30), Resolution.Daily)
        high = max(hist["high"])
        
        self.Debug(str(data[self.stock].Price))
        self.Plot("Benchmark", "30 day-High", high)
        self.Plot("Benchmark", "SMA", self.sma.Current.Value)