class HorizontalNadionCoil(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 3, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.symbol = self.AddEquity('SPY', Resolution.Daily).Symbol
self.sma = SimpleMovingAverage(10)
self.macd = self.MACD(self.symbol, 5, 20, 10, MovingAverageType.Simple, Resolution.Daily)
self.macd.Updated += self.UpdateSma
def UpdateSma(self, sender, updated):
if not self.macd.IsReady:
return
self.sma.Update(self.Time, abs(updated.Value))
if not self.sma.IsReady:
return
self.Plot('Custom', 'SMA', self.sma.Current.Value)