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
 
class VentralNadionProcessor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 1)
        self.SetEndDate(2019, 12, 30)
        self.AddEquity("SPY", Resolution.Daily)
        self.stockPlot = Chart('My Chart')
        self.stockPlot.AddSeries(Series('SNP', SeriesType.Candle))
        self.AddChart(self.stockPlot)

    def OnData(self, data):
        if (data["SPY"] == None):
            return
        
        self.stockPlot.Series['SNP'].AddPoint(data.Time, data["SPY"].Open)
        self.stockPlot.Series['SNP'].AddPoint(data.Time, data["SPY"].High)
        self.stockPlot.Series['SNP'].AddPoint(data.Time, data["SPY"].Low)
        self.stockPlot.Series['SNP'].AddPoint(data.Time, data["SPY"].Close)