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
-0.446
Tracking Error
0.168
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# NasdaqDataLink quandl_data

class QuandlImporterAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2008,1,1)                                 
        self.SetEndDate(2022,1,1)           
        quandl_symbol = "OECD/KEI_LOLITOAA_OECDE_ST_M"
        self.SetWarmup(252, Resolution.Daily)
        self.kei = self.AddData(NasdaqDataLink, quandl_symbol, Resolution.Daily).Symbol
        self.kei_sma = self.SMA(self.kei, 1, Resolution.Daily)

       
    def OnData(self, data):
        if self.IsWarmingUp or not self.kei_sma: return 
            
        self.Plot("Indicator", "kei",  self.kei_sma.Current.Value)
        self.Plot("Indicator", "100",  100)