Overall Statistics
class NadionHorizontalCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 2)  # Set Start Date
        self.SetCash(10000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.spy = self.AddEquity("SPY", Resolution.Daily)
        self.spy.SetDataNormalizationMode(DataNormalizationMode.Raw)
    
        self.roc = self.ROC("SPY", 5, Resolution.Daily)
        self.SetWarmUp(5)
        
        
    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 self.IsWarmingUp:
            return
        
        if self.roc.Current.Value > 0:
            self.SetHoldings("SPY",1)
        else:
            self.Liquidate("SPY")
class Volatility(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 1, 2)  # Set Start Date
        self.SetCash(10000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.ziv = self.AddEquity("ZIV", Resolution.Daily)
        self.ziv.SetDataNormalizationMode(DataNormalizationMode.Raw)
    
        self.roc = self.ROC("ZIV", 5, Resolution.Daily)
        self.SetWarmUp(5)
        
        
    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 self.IsWarmingUp:
            return
        
        if self.roc.Current.Value > 0:
            self.SetHoldings("ZIV",1)
        else:
            self.Liquidate("ZIV")