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 -0.848 Tracking Error 0.258 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# Accumulation Distribution Indicator 2 class AccumulationDistributionIndicator(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 1, 2) self.SetEndDate(2021, 6, 30) self.stock = self.AddEquity('QQQ', Resolution.Daily).Symbol self.ad = self.AD(self.stock,Resolution.Daily) def OnData(self, data): if self.IsWarmingUp or not self.ad.IsReady: return AccumulationDistribution = self.ad.Current.Value self.Plot('Indicator', 'ad', AccumulationDistribution) self.Log(AccumulationDistribution )