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
Sortino 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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
from AlgorithmImports import *

class OHLCDataPrinter(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 8, 13)
          # Set an end date for demonstration purposes
        self.SetCash(100000)
        # Add symbol
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol

        # Set New York timezone
        self.SetTimeZone("America/New_York")

        # Set brokerage Model
        self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)

        # Flag to track if it's a trading day
        self.is_trading_day = False

        # Initialize 200-period SMA indicator
        self.sma = self.SMA("SPY", 200, Resolution.Daily)

        # Warm up the SMA indicator
        self.WarmUpIndicator("SPY", self.sma, timedelta(days=200))

    def OnData(self, data):
        
        if self.symbol in data:
            current_bar = data[self.symbol]
            if current_bar is not None:
                # Print the OHLC data for the current day
                self.Debug(f"Time: {self.Time}, Symbol: {self.symbol}, O: {current_bar.Open}, H: {current_bar.High}, L: {current_bar.Low}, C: {current_bar.Close}, V: {current_bar.Volume}")
                # self.Debug(f"Date: {self.Time.date()} | Open: {current_bar.Open} | High: {current_bar.High} | Low: {current_bar.Low} | Close: {current_bar.Close}")

                # Print the value of the 200-period SMA
                self.Debug(f"200-period SMA value: {self.sma.Current.Value}")