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
-1.053
Tracking Error
0.16
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class LOGRUpdateProblem(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 2)  # Set Start Date
        self.AddEquity("SPY", Resolution.Daily)
        logr = self.LOGR("SPY", 128, Resolution.Daily)
        logr.Updated += self.LOGRUpdated

    def LOGRUpdated(self, sender, updated):
        self.Debug(f"LOGR updated.Symbol.Value = '{updated.Symbol.Value}'")
        self.Debug(f"LOGR sender.Current.Symbol.Value = '{sender.Current.Symbol.Value}'")

    def OnData(self, data):
        pass