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
-2.224
Tracking Error
0.145
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
from AlgorithmImports import *

class SleepyVioletAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 17)
        self.SetEndDate(2021, 5, 17)
        self.UniverseSettings.Resolution = Resolution.Daily

        self.volume_window = RollingWindow[float](4)
        spy = self.AddEquity("SPY", Resolution.Daily).Symbol

    def OnData(self, data: Slice):
        self.volume_window.Add(data["SPY"].Volume)
        if not self.volume_window.IsReady:
            return
        self.Plot("Volume", "Value", self.volume_window[0])