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
-0.412
Tracking Error
0.205
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *


class HipsterFluorescentPinkRabbit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 5)
        self.SetEndDate(2023,3,5)  
        self.SetCash(100000)  

        spy = self.AddEquity("SPY", Resolution.Daily, dataNormalizationMode=DataNormalizationMode.SplitAdjusted)
        self.spy = spy.Symbol

        self.ema8 = self.EMA(self.spy, 8, Resolution.Daily)
        self.sma200 = self.SMA(self.spy, 200, Resolution.Daily)


    def OnData(self, data):
        if data.Bars.ContainsKey("SPY"):
            spyTradeBar = data.Bars['SPY'] 
            spyClose = spyTradeBar.Close
            self.Log(f"SPY={spyTradeBar.Close}")
        
        if self.ema8.IsReady and self.sma200.IsReady:
            emaVal = round(self.ema8.Current.Value, 2)
            smaVal = round(self.sma200.Current.Value, 2)
            self.Log(f"SMA is {str(smaVal)}")