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
-2.044
Tracking Error
0.104
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class RetrospectiveLightBrownSeahorse(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  
        self.SetEndDate(2019, 12, 31)
        
        self.btc = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol
        
        self.heikin_ashi = self.HeikinAshi(self.btc, Resolution.Daily)

    def OnData(self, data):
        
        ha = self.heikin_ashi.Current.Value
        self.Plot("HeikinAShi","HA", ha)