Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
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
-1.562
Tracking Error
0.106
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class ObjectStoreChartingAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 1)  # Set Start Date
        self.set_cash(100000)           # Set Strategy Cash
        self.add_equity("SPY", Resolution.MINUTE)
        
        self.content = ''
        self.sma = self.SMA("SPY", 22)
        
    def on_data(self, data: Slice):
        self.content += f'{self.sma.current.end_time},{self.sma.current.value}\n'

    def on_end_of_algorithm(self):
        self.object_store.save('sma_values_python', self.content)