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 -0.464 Tracking Error 0.162 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports from AlgorithmImports import * # endregion class WellDressedRedOrangeJackal(QCAlgorithm): def Initialize(self): self.SetStartDate(2005, 7, 20) # Set Start Date self.SetCash(100000) # Set Strategy Cash # Set up SPY constituents symbols = [] symbols.append(self.AddEquity("AOS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ABT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ABBV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ACN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ATVI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ADM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ADBE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ADP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AAP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AES", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AFL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("A", Resolution.Daily).Symbol) symbols.append(self.AddEquity("APD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AKAM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ALK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ALB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ARE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ALGN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ALLE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LNT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ALL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GOOGL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GOOG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMZN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMCR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AEE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AAL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AEP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AXP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AIG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AWK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ABC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AME", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMGN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("APH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ADI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ANSS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AON", Resolution.Daily).Symbol) symbols.append(self.AddEquity("APA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AAPL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AMAT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("APTV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ACGL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ANET", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AJG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AIZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("T", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ATO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ADSK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AZO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AVB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AVY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BKR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BALL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BAC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BBWI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BAX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BDX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WRB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BRK.B", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BBY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BIO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TECH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BIIB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BLK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BKNG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BWA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BXP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BSX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BMY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("AVGO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BRO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BF.B", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CHRW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CDNS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CZR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CPT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CPB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("COF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CAH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KMX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CCL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CARR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CTLT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CAT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CBOE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CBRE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CDW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CNC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CNP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CDAY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CRL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SCHW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CHTR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CVX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CMG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CHD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CINF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CTAS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CSCO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("C", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CFG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CLX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CME", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CMS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CTSH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CMCSA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CMA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CAG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("COP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ED", Resolution.Daily).Symbol) symbols.append(self.AddEquity("STZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CEG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("COO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CPRT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GLW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CTVA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CSGP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("COST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CTRA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CCI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CSX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CMI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CVS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DHI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DHR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DRI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DVA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DAL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("XRAY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DVN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DXCM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FANG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DLR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DFS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DISH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DIS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DLTR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("D", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DPZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DOV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DOW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DTE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DUK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DXC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EMN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ETN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EBAY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ECL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EIX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ELV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LLY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EMR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ENPH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ETR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EOG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EPAM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EQT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EFX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EQIX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EQR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ESS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ETSY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EVRG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ES", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EXC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EXPE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EXPD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("EXR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("XOM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FFIV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FDS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FAST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FRT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FDX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FITB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FRC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FSLR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FIS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FISV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FLT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FMC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("F", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FTNT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FTV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FOXA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FOX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("BEN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("FCX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GRMN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GEHC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GEN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GNRC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GIS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GPC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GILD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GPN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HAL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HIG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HAS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HCA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PEAK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HSIC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HSY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HES", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HPE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HLT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HOLX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HON", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HRL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HWM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HPQ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HUM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HBAN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("HII", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IBM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IEX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IDXX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ITW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ILMN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("INCY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("INTC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ICE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IPG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IFF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("INTU", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ISRG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IVZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("INVH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IQV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("IRM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JBHT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JKHY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("J", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JNJ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JCI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JPM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("JNPR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("K", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KDP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KEY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KEYS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KMB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KIM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KMI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KLAC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KHC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("KR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LHX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LRCX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LVS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LDOS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LEN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LNC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LIN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LYV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LKQ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LMT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("L", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LOW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LUMN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LYB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MTB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MRO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MPC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MKTX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MAR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MMC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MLM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MAS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MTCH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MKC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MCD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MCK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MDT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MRK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("META", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MET", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MTD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MGM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MCHP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MU", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MSFT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MAA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MRNA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MHK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MOH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TAP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MDLZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MPWR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MNST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MCO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MOS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MSI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("MSCI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NDAQ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NTAP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NFLX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NWL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NEM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NWSA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NWS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NEE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NKE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NDSN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NSC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NTRS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NOC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NCLH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NRG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NUE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NVDA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NVR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NXPI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ORLY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("OXY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ODFL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("OMC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ON", Resolution.Daily).Symbol) symbols.append(self.AddEquity("OKE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ORCL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("OGN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("OTIS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PCAR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PKG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PARA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PAYX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PAYC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PYPL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PNR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PEP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PKI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PFE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PCG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PSX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PNW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PXD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PNC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("POOL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PPG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PPL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PFG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PGR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PLD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PRU", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PEG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PTC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PSA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PHM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("QRVO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("PWR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("QCOM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("DGX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RJF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RTX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("O", Resolution.Daily).Symbol) symbols.append(self.AddEquity("REG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("REGN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RSG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RMD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RHI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ROK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ROL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ROP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ROST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("RCL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SPGI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("CRM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SBAC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SLB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("STX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SEE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SRE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("NOW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SHW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SBNY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SPG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SWKS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SJM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SNA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SEDG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("LUV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SWK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SBUX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("STT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("STLD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("STE", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SYK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SIVB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SYF", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SNPS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("SYY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TMUS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TROW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TTWO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TPR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TRGP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TGT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TEL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TDY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TFX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TER", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TSLA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TXN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TXT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TMO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TJX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TSCO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TDG", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TRV", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TRMB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TFC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TYL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("TSN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("USB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UDR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ULTA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UNP", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UAL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UPS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("URI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UNH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("UHS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VLO", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VTR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VRSN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VRSK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VZ", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VRTX", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VFC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VTRS", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VICI", Resolution.Daily).Symbol) symbols.append(self.AddEquity("V", Resolution.Daily).Symbol) symbols.append(self.AddEquity("VMC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WAB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WBA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WMT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WBD", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WAT", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WEC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WFC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WELL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WST", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WDC", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WRK", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WY", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WHR", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WMB", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WTW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("GWW", Resolution.Daily).Symbol) symbols.append(self.AddEquity("WYNN", Resolution.Daily).Symbol) symbols.append(self.AddEquity("XEL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("XYL", Resolution.Daily).Symbol) symbols.append(self.AddEquity("YUM", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ZBRA", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ZBH", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ZION", Resolution.Daily).Symbol) symbols.append(self.AddEquity("ZTS", Resolution.Daily).Symbol) # Set up indicators self.trin = self.TRIN(symbols, Resolution.Daily) def OnData(self, data: Slice): if self.trin.IsReady: self.Log(f"TRIN VALUE: {self.trin.Current.Value}") self.Plot('TRIN', 'Value', self.trin.Current.Value)