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 -1.829 Tracking Error 0.108 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class ChartingDemoAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.SetStartDate(2021, 1, 1) self.SetEndDate(2022, 1, 1) self.AddEquity("SPY", Resolution.Daily) chart = Chart("Price") self.AddChart(chart) chart.AddSeries(Series("SPY", SeriesType.Scatter, "$", Color.Green, ScatterMarkerSymbol.Triangle)) chart = Chart("Candlestick") self.AddChart(chart) chart.AddSeries(CandlestickSeries("SPY", "$")) def OnEndOfDay(self, symbol: Symbol) -> None: self.Plot("Price", "SPY", self.Securities[symbol].Price) self.Plot("Candlestick", "SPY", self.Securities[symbol].GetLastData())