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
-4.549
Tracking Error
0.161
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
import talib
import numpy as np
import pandas as pd

class GeekyYellowGreenDinosaur(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,1,1)  #Set Start Date
        self.SetEndDate(2020,12,31)
        self.SetCash(1000)  # Set Strategy Cash
        
        self.AddForex('EURUSD', Resolution.Hour)
        
        self.opens = np.array([])
        self.highs = np.array([])
        self.lows = np.array([])
        self.closes = np.array([])
        
        
        

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        
        self.opens = np.append(self.opens, data['EURUSD'].Open)
        self.highs = np.append(self.highs, data['EURUSD'].High)
        self.lows = np.append(self.lows, data['EURUSD'].Low)
        self.closes = np.append(self.closes, data['EURUSD'].Close)
        
        pattern = talib.CDLHAMMER(self.opens, self.highs, self.lows, self.closes)
        
        if not all(pattern == 0):
            self.Quit(f'Pattern found: {pattern}')