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
```import numpy as np
import decimal as d
from datetime import timedelta

### <summary>
### Strategy for short and long based on IchiMoku Senkou Span A and Span B.
### </summary>
class DCAlgorithm(QCAlgorithm):

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

# ==== Date and Equity Settings ====
self.SetStartDate(2018,10, 10)  #Set Start Date
self.SetEndDate(2018,10,25)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash

# ==== System Inputs ====
self.dtl = d.Decimal(0.001)
self.dts = d.Decimal(-0.001)
self.LongPos = 1.0
self.ShortPos = -1.0
self.SetBenchmark(self.symbol)

# ==== Equities Data Structure ====
# Find more symbols here: http://quantconnect.com/data
#self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))

# ==== Forex data structure ====
#self.SetBrokerageModel(BrokerageName.OandaBrokerage)

consolidator = QuoteBarConsolidator(timedelta(1))
consolidator.DataConsolidated += self.OnDailyData

# ==== Set Up Rolling Window ====
self.window = RollingWindow[QuoteBar](2)

# Add daily bar to daily rolling window
def OnDailyData(self, sender, quote):

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
'''