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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
namespace QuantConnect {   
    public class RenkoAlgorithm : QCAlgorithm {
        public override void Initialize() {
            SetStartDate(2017, 03, 07);
            SetEndDate(2017, 03, 08);
            
            AddForex("EURUSD", Resolution.Tick);
			
			var renkoClose = new RenkoConsolidator(0.0001m);
            renkoClose.DataConsolidated += (sender, consolidated) =>
                // call event handler for renko data
                HandleRenkoClose(consolidated);
            SubscriptionManager.AddConsolidator("EURUSD", renkoClose);
        }
        
        private void HandleRenkoClose(RenkoBar data) {
            Log($"CLOSE - {data.Time:o} - {data.Open} {data.Close}");
		}
    }
}