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
0.783
Tracking Error
0.148
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class vixsma (QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 11, 1)
        self.SetEndDate(2022, 3, 1)
        self.vix = self.AddData(CBOE, "VIX").Symbol
        self.vixsmatwenty = self.SMA(self.vix, 20)
        self.vixsmafifty = self.SMA(self.vix, 50)
        
        self.SetWarmUp(100)
        
    def OnData(self, data):
        
        vix = data.Get(CBOE, self.vix)
        current = vix.Close
        
        self.Plot("VIX Data", "VIX", current)
        self.Plot("VIX Data", "VIX SMA20", self.vixsmatwenty.Current.Value)
        self.Plot("VIX Data", "VIX SMA50", self.vixsmafifty.Current.Value)