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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class CalibratedResistanceAntennaArray(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 9, 3)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.UniverseSettings.Resolution = Resolution.Daily
        
        symbols = [Symbol.Create("SPY", SecurityType.Equity, Market.USA)]
        self.SetUniverseSelection(ManualUniverseSelectionModel(symbols))
        
        self.sma = {}
        
        self.SetWarmUp(30)
        
    def OnData(self, data):
        
        symbol = Symbol.Create("SPY", SecurityType.Equity, Market.USA)
        self.Debug(f"{self.Time} : {self.sma[symbol].Current.Value} : {self.sma[symbol].IsReady}")
        
    
    def OnSecuritiesChanged(self, changes):
        
        for security in changes.AddedSecurities:
            symbol = security.Symbol
            self.sma[symbol] = self.SMA(symbol, 14, Resolution.Daily)