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
-1.125
Tracking Error
0.404
Treynor Ratio
0
Total Fees
$0.00
 
class HorizontalNadionCoil(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 3, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.symbol = self.AddEquity('SPY', Resolution.Daily).Symbol
        
        self.sma = SimpleMovingAverage(10)
        self.macd = self.MACD(self.symbol, 5, 20, 10, MovingAverageType.Simple, Resolution.Daily)
        self.macd.Updated += self.UpdateSma
        
    def UpdateSma(self, sender, updated):
        if not self.macd.IsReady:
            return
        
        self.sma.Update(self.Time, abs(updated.Value))
        
        if not self.sma.IsReady:
            return
        
        self.Plot('Custom', 'SMA', self.sma.Current.Value)