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 -8.91 Tracking Error 0.223 Treynor Ratio 0 Total Fees $0.00 |
### Demonstrates how to create a custom indicator and register it for automatic updated class CustomIndicatorAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2013,10,7) self.SetEndDate(2013,10,11) symbol = self.AddEquity("SPY", Resolution.Minute).Symbol self.indicator = CustomSimpleMovingAverage('custom', symbol, 4) self.RegisterIndicator("SPY", self.indicator, Resolution.Minute) def OnData(self, data): if self.indicator.IsReady: self.Plot("Custom SMA", "Value", self.indicator.Value) # Python implementation of SimpleMovingAverage. # Represents the traditional simple moving average indicator (SMA). class CustomSimpleMovingAverage(PythonIndicator): def __init__(self, name, symbol, period): self.Name = name self.Time = datetime.min self.Value = 0 self.sma = SimpleMovingAverage(period) # Update method is mandatory def Update(self, input): self.Time = input.Time self.sma.Update(input.Time, input.Close) if self.sma.IsReady: self.Value = self.sma.Current.Value return self.sma.IsReady