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
-3.325
Tracking Error
0.665
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Plot VWAP and hlc3

class MuscularGreenAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  
        self.SetEndDate(2021, 10, 7) 
        self.btc = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol
        self.SetBenchmark("BTCUSD")
        self.vwap = self.VWAP(self.btc)
        self.hlc3 = self.HeikinAshi(self.btc, Resolution.Daily)
        
        
    def OnData(self, data):
        if self.IsWarmingUp or not self.vwap.IsReady or not self.hlc3.IsReady: return
        
        self.Plot("Benchmark", "VWAP", self.vwap.Current.Value)
        self.Plot("Benchmark", "hlc3", self.hlc3.Current.Value)