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
-27.347
Tracking Error
0.04
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Blackpanther Fractal-2 Indicator (window v2)

CRYPTO = "USDCUSDT";  

class BlackpantherFractal(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 4, 6)
        self.SetEndDate(2021, 4, 8) 
        self.SetCash(1000)  
        self.crypto = self.AddCrypto(CRYPTO, Resolution.Minute, Market.Binance).Symbol
        self.window = RollingWindow[TradeBar](3) 
        

    def OnData(self, data):
        
        

        if not self.crypto in data.Bars: return
        self.window.Add(data.Bars[self.crypto])
        if not self.window.IsReady: return
    
        H = [self.window[i].High for i in range(3)]
        L = [self.window[i].Low for i in range(3)]
        C = [self.window[i].Close for i in range(3)]
        

        if (C[0] <= L[1] == L[2]):
            self.SetHoldings(self.crypto,1)
        elif (C[0] >= H[1] ==  H[2]):
            self.Liquidate(self.crypto)