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
 
class ADXStrategy(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2018, 1, 1)
        self.SetEndDate(2019, 6, 30)
        self.SetCash(100000)
       
        self.AAPL = self.AddEquity("AAPL", Resolution.Daily)
        self.ADX_Indicator = self.ADX("AAPL", 14, Resolution.Daily)
        self.SetWarmUp(14)
        self.Window = RollingWindow[TradeBar](5)
        self.Consolidate("AAPL", Resolution.Daily, self.TradeBarHandler);
        self.EMA_Indicator = self.EMA("AAPL", 20, Resolution.Daily)
        
    def TradeBarHandler(self, TradeBar):
        self.Window.Add(TradeBar);
        
    def OnData(self, data):
        
        self.PDI = self.ADX_Indicator.PositiveDirectionalIndex.Current.Value
        self.NDI = self.ADX_Indicator.NegativeDirectionalIndex.Current.Value
        self.ADXCV = self.ADX_Indicator.Current.Value
        self.EMACV = self.EMA_Indicator.Current.Value
        self.Debug("Apple Close: {} ADX: {} PDI: {} NDI: {} EMA: {}".format(self.AAPL.Close, self.ADXCV, self.PDI, self.NDI, self.EMACV))