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
-28.173
Tracking Error
0.025
Treynor Ratio
0
Total Fees
$0.00
 
class TachyonTransdimensionalPrism(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 5)  # Set Start Date
        self.SetEndDate(2019, 11, 10)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)
        
        self.spy_velocity = self.MOMP("SPY", 10, Resolution.Minute)
        self.spy_velocity.Updated += self.OnSPYVelocity
        
        self.spy_acceleration = MomentumPercent(10)


    def OnData(self, data):
        
        if not self.spy_velocity.IsReady or not self.spy_acceleration.IsReady:
            return
        
        self.Debug(f"Velocity: {self.spy_velocity.Current.Value}, Acceleration: {self.spy_acceleration.Current.Value}")
        
        
    def OnSPYVelocity(self, sender, updated):
        if self.spy_velocity.IsReady:
            self.spy_acceleration.Update(self.Time, updated.Value)