Using QuantConnect's LEAN Engine, I created a simple implementation of an EMA Crossover Strategy for trading the SPY Index. From 1 Jan 2008 to 31 July 2019, its performance was as follows: Some Key StatsResult Total Trades: 73 Compounding Annual Return: 6.635% MaximumDrawdown: 21.000% Net ...
The getAccount(AccountName) function returns the account summary and equity curve of the strategy. a <- getAccount(accountName) equity <- a$summary$End.Eq plot(equity, main = "Equity Curve QQQ") Equity Curve QQQ EMA Crossover Strategy Portfolio Summary and Strategy Performance The getPortfol...