Overall Statistics
Total Orders
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
-1.829
Tracking Error
0.108
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class ChartingDemoAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.SetStartDate(2021, 1, 1)
        self.SetEndDate(2022, 1, 1)
        self.EnableAutomaticIndicatorWarmUp = True
        symbol = self.AddEquity("MSFT", Resolution.Daily).Symbol
        self.ema_fast = self.EMA(symbol, 10)
        self.ema_slow = self.EMA(symbol, 50)
        chart = Chart("EMAs")
        self.AddChart(chart)
        chart.AddSeries(Series("EMA FAST", SeriesType.Scatter, "$", Color.Orange, ScatterMarkerSymbol.Triangle))
        chart.AddSeries(Series("EMA SLOW", SeriesType.Scatter, "$", Color.Blue, ScatterMarkerSymbol.TriangleDown))

    def OnData(self, slice):
        self.Plot("EMAs", "EMA FAST", self.ema_fast.Current.Value)
        self.Plot("EMAs", "EMA SLOW", self.ema_slow.Current.Value)