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 -0.898 Tracking Error 0.152 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# HULL_RSI Indicator # https://www.quantconnect.com/project/10127330 # --------------------------------- STOCK = "MSFT"; RSI = 30; MA = 100; # --------------------------------- class HULL_RSI_Indicator(QCAlgorithm): def Initialize(self): self.SetStartDate(2016, 6, 24) self.SetEndDate(2021, 12, 21) self.stock = self.AddEquity(STOCK, Resolution.Daily).Symbol self.rsi = self.RSI(self.stock, RSI, Resolution.Daily) self.hull_rsi = IndicatorExtensions.Of(HullMovingAverage(MA), self.rsi) self.SetWarmUp(RSI + 2*MA + 1, Resolution.Daily) def OnData(self, data): if self.IsWarmingUp: return if not self.hull_rsi.IsReady: return self.Plot('Indicator', "RSI", self.rsi.Current.Value) self.Plot('Indicator', "HULL_RSI", self.hull_rsi.Current.Value)