Created with Highcharts 12.1.2Equity04:00:00.000 AM100,000
Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class TestAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 9, 12)
        self.set_cash(100000)
        symbol = self.add_equity("SPY", Resolution.MINUTE).symbol 
        rdv = RelativeDailyVolume(10)
        rdv.warm_up_period = 1000 
        self.warm_up_indicator(symbol, rdv, Resolution.MINUTE)
        self.log(f"RDV ready? -> {rdv.is_ready}, samples: {rdv.samples}.") 
        self.quit()