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
-1.692
Tracking Error
0.138
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class ObjectStoreChartingAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 1, 1)  # Set Start Date
        self.SetCash(100000)           # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.content = ''
        self.sma = self.SMA("SPY", 22)
        
    def OnData(self, data: Slice):
        self.content += f'{self.sma.Current.EndTime},{self.sma.Current.Value}\n'

    def OnEndOfAlgorithm(self):
        self.ObjectStore.Save('sma_values_python', self.content)