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 -2.328 Tracking Error 0.149 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
class SleepyYellowGreenCobra(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 9, 18) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.sma = self.SMA(self.symbol, 1, Resolution.Daily) self.window = RollingWindow[float](2) def OnData(self, data): if self.sma.IsReady: self.window.Add(self.sma.Current.Value)