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
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
 
import numpy as np

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        self.period = 20
        self.SetStartDate(2010, 01, 01)  #Set Start Date
        self.SetEndDate(2015, 01, 01)    #Set End Date
        self.SetCash(100000)             #Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Daily)
        self.tlt = self.AddEquity("TLT", Resolution.Daily)
        
        spyId = self.Identity("SPY")
        tltId = self.Identity("TLT")
        ratio = IndicatorExtensions.Over(spyId, tltId)
        self.sma20 = IndicatorExtensions.SMA(ratio, 20)
        self.PlotIndicator("Ratio", ratio, self.sma20)