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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class DeterminedFluorescentOrangeFlamingo(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 6, 28)  # Set Start Date
        self.SetEndDate(2021,6,28)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.btc = self.AddCrypto("BTCUSD",Resolution.Hour).Symbol
        
        self.rsi = self.RSI(self.btc, 10, MovingAverageType.Simple, Resolution.Hour)
        
        #self.SetWarmUp(timedelta(hours = 11))
        
        history = self.History([self.btc],10,Resolution.Hour)
        for time, row in history.loc[self.btc].iterrows():
            self.rsi.Update(time,row["close"])

        
    def OnData(self, data):
        if(self.rsi.IsReady):
            self.Log(self.rsi.Current.Value)
            #self.rsi.AverageGain.Current.Value  Ganancia media 
            #self.rsi.AverageLoss.Current.Value  Perdida media