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
-1.102
Tracking Error
0.183
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from System.Drawing import Color

class AugenSpikeIndicatorTest(QCAlgorithm):

    def Initialize(self):
        self.ticker = "SPY"
        self.SetStartDate(2016, 1, 30)
        self.SetCash(100000) 
        self.Equity = self.AddEquity(self.ticker, Resolution.Minute)

        self.AugenSpike     = self.APS(self.ticker, 7, Resolution.Hour)
        self.initCharts()        
        
    def initCharts(self):
        AugenChart = Chart("Augen Chart", ChartType.Stacked)
        
        AugenChart.AddSeries(Series('Positive Series', SeriesType.Bar, 'Val:', Color.Green))
        AugenChart.AddSeries(Series('Negative Series', SeriesType.Bar, 'Val:', Color.Red))
        self.AddChart(AugenChart)

        PriceChart = Chart("SPY Chart")
        PriceChart.AddSeries(Series('Price Series', SeriesType.Line))
        self.AddChart(PriceChart)

                
    def OnEndOfDay(self):  
        spyValue   = self.CurrentSlice.Bars[self.ticker].Close
        augenValue = self.AugenSpike.Current.Value
        
        self.Plot("SPY Chart", "Price Series", spyValue)
        
        if(augenValue >= 0):
            self.Plot("Augen Chart", "Negative Series", 0)
            self.Plot("Augen Chart", "Positive Series", augenValue)
        else:
            self.Plot("Augen Chart", "Positive Series", 0)
            self.Plot("Augen Chart", "Negative Series", augenValue)