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
0.156
Tracking Error
0.231
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class VerticalTransdimensionalCoreWave(QCAlgorithm):

    def Initialize(self):
        
        self.SetTimeZone("America/New_York")
    
        self.SetStartDate(2021, 7, 16)
        self.SetEndDate(2021, 7, 20)
        
        stock = "QQQ"
        
        self.STOCK = self.AddEquity(stock, Resolution.Minute).Symbol
        self.SetCash(10000)  # Set Strategy Cash
        self.SetWarmUp(100)
        
        self.previousPrice = self.Securities[self.STOCK].Price
        
        #Plotting****************************************************************
        stockPlot = Chart("Volume")
        # we use bar for volume
        stockPlot.AddSeries(Series("volume", SeriesType.Bar, 0))
        self.AddChart(stockPlot)
        
    
    def OnData(self, data): 
        # check if we have trade bar data, as only trade bar contains volume
        if data.Bars.ContainsKey(self.STOCK):
            Price = data.Bars[self.STOCK].Price
            
            # check if the current price is higher than previous bar's price
            if Price >= self.previousPrice:
                # if yes we'll plot volume as positive
                volume = data.Bars[self.STOCK].Volume
            else:
                # else, we plot volume as negative
                volume = -data.Bars[self.STOCK].Volume
            
            # renew this bar's price as the next bar's previous price
            self.previousPrice = Price
            
            #Plotting******************************************************************
            self.Plot("Volume", "volume", volume)