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
-0.718
Tracking Error
0.335
Treynor Ratio
0
Total Fees
$0.00
 
class TransdimensionalVerticalAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 19)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute).Symbol
        
        self.rvi = self.RVI('SPY', 10, Resolution.Daily)
        
        self.AutomaticIndicatorWarmUp = True

    def OnData(self, data):
        if self.rvi.IsReady:
            self.Plot('RVI', 'Value', self.rvi.Current.Value)