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
-0.827
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 FormalRedSalmon(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 3)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash

        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.sma = self.SMA(self.symbol, 20)
        self.PlotIndicator("PlotIndicator", self.sma)


    def OnData(self, data):
        self.Plot("Plot", self.sma)