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
-0.762
Tracking Error
0.172
Treynor Ratio
0
Total Fees
$0.00
 
class CalibratedDynamicComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 1, 30) 
        #self.SetEndDate(2020, 2, 15) 
        self.SetCash(10000) 
        
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        
        self.fx = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda).Symbol 
        self.hammer = self.CandlestickPatterns.Hammer(self.fx, Resolution.Daily)
        self.hammer_window = RollingWindow[float](10)
        
        
    def OnData(self, data):
        hammer = self.hammer.Current.Value
        self.Plot("IndicatorValue", "Hammer", hammer)
        self.hammer_window.Add(hammer)
        
        if self.hammer_window.IsReady:
            self.Plot("TrailingIndicatorValue", "TrailingHammer", self.hammer_window[self.hammer_window.Count-1])