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
-1.643
Tracking Error
0.128
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *
class SquareApricotSardine(QCAlgorithm):
    import math

    def Initialize(self):
        self.SetStartDate(2022, 7, 1)  # Set Start Date
        self.SetEndDate(2022, 7, 15)
        self.SetCash(2500)  # Set Strategy Cash

        # Add Equity
        # ------------------------------------------------------------------------------------------------------------------------------------------------
        self.SPY = self.AddEquity("SPY", Resolution.Minute)
        self.SPY.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.spy = self.SPY.Symbol
        self.SetBenchmark(self.spy)
        # ------------------------------------------------------------------------------------------------------------------------------------------------

        # Indicators
        # ------------------------------------------------------------------------------------------------------------------------------------------------
        self.spy_rsi = self.RSI(self.spy, 14, MovingAverageType.Simple, Resolution.Daily, Field.Close)
        # ------------------------------------------------------------------------------------------------------------------------------------------------

        self.SetWarmUp(timedelta(56))

    # On Data
    # ------------------------------------------------------------------------------------------------------------------------------------------------
    def OnData(self, data: Slice):
        # Warming up ALgo
        # ------------------------------------------------------------------------------------------------------------------------------------------------
        if self.IsWarmingUp or not self.spy_rsi.IsReady:
            return

        # Plotting RSI
        self.Plot("RSI", "RSI", self.spy_rsi.Current.Value)
        # --------------------------------------------------------------------------- ---------------------------------------------------------------------