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
-2.7
Tracking Error
0.106
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# ADX indicator


class StandardIndicatorsProject(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2020, 10, 29)
        self.SetEndDate(2021, 10, 29)
        self.SetCash(10000)
        self.stock = self.AddEquity('MSFT', Resolution.Daily).Symbol
        self.adx = self.ADX(self.stock, 14)
        self.SetWarmUp(30, Resolution.Daily)

        
    def OnData(self, data):
        if self.IsWarmingUp or not self.adx.IsReady: return

        self.Plot("Indicator", "adx", self.adx.Current.Value)