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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class SmoothBlueGuanaco(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2022, 5, 26)  
        self.SetEndDate(2022, 5, 27)
        self.SetCash(100000)  
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.data = {}
        self.closingPrices = {}
        self.symbols =  ["SPY", "IGV", "XLE", "VNQ", "XLF", "XME", "XHB", "TBT", "KWEB", "OIH","XBI"]
        for symbol in self.symbols:
            self.AddEquity(symbol, Resolution.Daily)
            self.data[symbol] = self.MOM(symbol, 30, Resolution.Daily)
            self.closingPrices[symbol] = self.Identity(symbol, Resolution.Daily, Field.Close)
        self.sma = self.SMA(self.spy, 30, Resolution.Daily)
        

    def OnData(self, data: Slice):
        for symbol in self.symbols:
            self.Plot('closingPrices',  symbol, self.closingPrices[symbol].Current.Value)
            self.Log("{} symbol:{} closingPrice:{}".format(self.Time, symbol, self.closingPrices[symbol].Current.Value))