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 |
from Alphas.MacdAlphaModel import MacdAlphaModel from Selection.UncorrelatedUniverseSelectionModel import UncorrelatedUniverseSelectionModel class ResistanceCalibratedProcessor(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 8, 14) # Set Start Date self.SetCash(100000) # Set Strategy Cash # self.AddEquity("SPY", Resolution.Minute) self.AddAlpha(MacdAlphaModel(12, 26, 9, MovingAverageType.Simple, Resolution.Daily)) self.SetUniverseSelection(UncorrelatedUniverseSelectionModel()) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1) for kvp in self.Securities: symbol = kvp.Key security = kvp.Value self.Debug(str(security.Symbol)) #for x in self.__macd.insights: #self.Debug("{}".format(x)) def OnSecuritiesChanged(self, changes): self.Debug("removed") for security in changes.RemovedSecurities: self.Debug(security.Symbol) self.Debug("added") for security in changes.AddedSecurities: self.Debug(security.Symbol)