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
-0.986
Tracking Error
0.22
Treynor Ratio
0
Total Fees
$0.00
 
from Five import Five
class TachyonVentralCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 6, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity('SPY', Resolution.Daily)
        
        self.rolling_bars = RollingWindow[TradeBar](5)
        
    def OnData(self, data):
        if 'SPY' in data:
            self.rolling_bars.Add(data['SPY'])
            if self.rolling_bars.IsReady:
                self.Plot('Custom', 'Last Bar Close', self.rolling_bars[4].Close)
        self.Plot('CustomN', 'Five other file', Five.five())
        self.Plot('CustomN', 'Four same file', Four.four())
    
class Four:
    def four():
        return 4
class Five:
    def five():
        return 5