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
-0.215
Tracking Error
0.251
Treynor Ratio
0
Total Fees
$0.00
class QuantumResistanceRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 10, 12)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("AAPL", Resolution.Daily).Symbol
        
        self.high = self.MAX("AAPL", 253, Resolution.Daily, Field.High)
        self.low = self.MIN("AAPL", 253, Resolution.Daily, Field.Low)
        
        self.SetWarmUp(timedelta(days=253))

    def OnData(self, data):
        
        if not self.high.IsReady:
            return
        
        self.Debug(f"Symbol: {self.symbol} 52 Week High: {self.high.Current.Value} , Low: {self.low.Current.Value}")