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
-0.701
Tracking Error
0.217
Treynor Ratio
0
Total Fees
$0.00
 
class VentralCalibratedRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 7, 20)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = "TSLA"
        self.AddEquity(self.symbol, Resolution.Daily)

        #var ichimoku = ICHIMOKU(Symbol symbol, int tenkanPeriod = 9, int kijunPeriod =26, int senkouAPeriod =26 , int senkouBPeriod =52, int senkouADelayPeriod, int senkouBDelayPeriod, Resolution resolution = null)
        self.Ichimoku = self.ICHIMOKU(self.symbol,9, 26, 26, 52, 26, 26, Resolution.Daily) 

        
        
        IchimokuPlot = Chart('IchimokuPlot')
        
        IchimokuPlot.AddSeries(Series('Tenkan', SeriesType.Line, 0))
        IchimokuPlot.AddSeries(Series('Kijun', SeriesType.Line, 0))
        IchimokuPlot.AddSeries(Series('SenkouA', SeriesType.Line, 0))
        IchimokuPlot.AddSeries(Series('SenkouB', SeriesType.Line, 0))
        IchimokuPlot.AddSeries(Series('Chikou', SeriesType.Line, 0))
        IchimokuPlot.AddSeries(Series('Price', SeriesType.Line, 0))
        self.AddChart(IchimokuPlot)
        
    def OnData(self, slice):
        
        if slice[self.symbol] is None: return
        
        self.lastPrice = slice[self.symbol].Close
        
        
        if self.Ichimoku.IsReady:
            self.Plot("IchimokuPlot", "Tenkan", self.Ichimoku.Tenkan.Current.Value)
            self.Plot("IchimokuPlot", "Kijun", self.Ichimoku.Kijun.Current.Value)
            self.Plot("IchimokuPlot", "SenkouA", self.Ichimoku.SenkouA.Current.Value)
            self.Plot("IchimokuPlot", "SenkouB", self.Ichimoku.SenkouB.Current.Value)
            self.Plot("IchimokuPlot", "Chikou", self.Ichimoku.Chikou.Current.Value)
            #self.Plot("IchimokuPlot", "SenkouA", self.Ichimoku.Kijun.Current.Value)





            


        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)
        
    def OnEndOfDay(self):
       #Log the end of day prices:
       
        self.Plot("IchimokuPlot", "Price", self.lastPrice)