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 -7.583 Tracking Error 0.121 Treynor Ratio 0 Total Fees $0.00 |
class ModulatedVentralCoreWave(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 11, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol self.macd = self.MACD(self.spy, 12, 26, 9) self.calls = 0 def OnData(self, data): self.calls += 1 self.Log(f"Call: {self.calls} WarmUpPeriod: {self.macd.WarmUpPeriod} MACD IsReady: {self.macd.IsReady} Slow IsReady: {self.macd.Slow.IsReady}")