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
-4.308
Tracking Error
0.127
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
import pandas as pd

class CrawlingYellowDolphin(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 3, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.indicator = Delay(3)


    def OnData(self, data):
        if not (data.ContainsKey(self.symbol) and data[self.symbol] is not None):
            return

        price = data[self.symbol].Close
        self.Plot('Price', 'Current', price)
        
        if self.indicator.Update(data.Time, price):
            delay_price = self.indicator.Current.Value
            self.Plot('Price', 'Delayed', delay_price)