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
1.299
Tracking Error
0.185
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# RSI for equities and cryptos
# ----------------------------------------------------------------
EQUITIES = ['AAPL','TSLA']; CRYPTOS = ['BTCUSD']; RSI_PERIOD = 14;
# ----------------------------------------------------------------

class IndicatorForEquitiesAndCryptos(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)  
        self.SetCash(100000)
        self.equities = [self.AddEquity(ticker, Resolution.Daily).Symbol for ticker in EQUITIES]
        self.cryptos = [self.AddCrypto(ticker, Resolution.Daily).Symbol for ticker in CRYPTOS]
        self.assets =  self.equities + self.cryptos
        self.rsi = {}
        for sec in self.assets:
            self.rsi[sec] = self.RSI(sec, RSI_PERIOD, Resolution.Daily)
        self.SetWarmUp(RSI_PERIOD + 1, Resolution.Daily)
        

    def OnData(self, data):
        if self.IsWarmingUp: return
        # self.Log(self.assets)
        
        for sec in self.assets:
            self.Plot("RSI", sec, self.rsi[sec].Current.Value)