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
-3.112
Tracking Error
0.097
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class FocusedGreenCaribou(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 6, 1)
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Daily)

        self.wma = self.LWMA("SPY", 20)
        self.rsi = self.RSI("SPY", 20)
        self.rsiWMA = IndicatorExtensions.Of(self.wma, self.rsi)
        
        self.SetWarmUp(40)
        
    def OnData(self, data):
        self.Log(f'{data["SPY"].EndTime}: {self.rsiWMA.Current.Value}')