Overall Statistics Total Trades0Average Win0%Average Loss0%Compounding Annual Return0%Drawdown0%Expectancy0Net Profit0%Sharpe Ratio0Loss Rate0%Win Rate0%Profit-Loss Ratio0Alpha0Beta0Annual Standard Deviation0Annual Variance0Information Ratio0Tracking Error0Treynor Ratio0Total Fees\$0.00
```import numpy as np
from datetime import timedelta
### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''

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.'''

self.SetStartDate(2018,8, 1)  #Set Start Date
self.SetEndDate(2018,8,7)    #Set End Date
self.SetCash(100000)           #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.rsi = self.RSI("IBM", 14, Resolution.Daily)
self.AverageLossWin = RollingWindow[Decimal](3)
self.AverageGainWin = RollingWindow[Decimal](3)
self.rsiWin = RollingWindow[Decimal](3)
self.SetWarmUp(timedelta(days= 20))

def OnData(self, data):
if self.IsWarmingUp: return