Overall Statistics
class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018, 9, 1)  #Set Start Date
        self.SetEndDate(2018, 9, 6)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.SetWarmUp(10)
        self.adx = self.ADX("SPY", 10, Resolution.Daily)
    
    def OnData(self, data):
        if self.adx.IsReady:
            self.Debug("NegativeDirectionalIndex "+str(self.adx.NegativeDirectionalIndex.Current.Value))
            self.Debug("PositiveDirectionalIndex "+str(self.adx.PositiveDirectionalIndex.Current.Value))
            self.Debug("current "+str(self.adx.Current.Value))