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
-1.992
Tracking Error
0.135
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion



class Stochastic(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 1, 1)  
        self.SetEndDate(datetime.now())
        self.SetCash(10000)
        self.eq = self.AddEquity("SPY", Resolution.Minute).Symbol 
        self.SetWarmUp(14 + 20 + 10)
        
        self.rsi = self.RSI(self.eq, 14, Resolution.Minute) 
        self.stoch = self.STO(self.eq, 20)  

        consolidator = self.Consolidate("SPY", timedelta(hours=4), self.consolidation_handler)
        self.RegisterIndicator("SPY", self.rsi, consolidator)
        
    def consolidation_handler(self, bar):
        if self.rsi.IsReady:
            rsi = self.rsi.Current.Value
            trade_bar = TradeBar(bar.EndTime, self.eq, rsi, rsi, rsi, rsi, 0)
            self.stoch.Update(trade_bar)
            self.Plot("Indicator", "StochRSI_FastK", self.stoch.FastStoch.Current.Value)
            self.Plot("Indicator", "StochRSI_SlowK", self.stoch.StochK.Current.Value)
            

    def OnData(self, data):
        if self.IsWarmingUp or not self.stoch: return