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
 
from Alphas.MacdAlphaModel import MacdAlphaModel
from Selection.UncorrelatedUniverseSelectionModel import UncorrelatedUniverseSelectionModel

class ResistanceCalibratedProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 8, 14)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.AddAlpha(MacdAlphaModel(12, 26, 9, MovingAverageType.Simple, Resolution.Daily))

        self.SetUniverseSelection(UncorrelatedUniverseSelectionModel())


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
    
        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)

        for kvp in self.Securities:
            symbol = kvp.Key
            security = kvp.Value 
            self.Debug(str(security.Symbol))

        #for x in self.__macd.insights:
            #self.Debug("{}".format(x))
        
        
    def OnSecuritiesChanged(self, changes):
        self.Debug("removed")
        for security in changes.RemovedSecurities:
            self.Debug(security.Symbol)

        self.Debug("added")
        for security in changes.AddedSecurities:
            self.Debug(security.Symbol)