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
-0.597
Tracking Error
0.257
Treynor Ratio
0
Total Fees
$0.00
 
class UncoupledDynamicGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        
        renko_consolidator = RenkoConsolidator(2.5)
        
        self.SubscriptionManager.AddConsolidator("SPY", renko_consolidator)
        
        renko_consolidator.DataConsolidated += self.OnRenko


    def OnRenko(self, sender, bar):
        
        self.Debug(f"Renko Bar Consolidated between {bar.Time} and {bar.EndTime} with Open: {bar.Open} and Close: {bar.Close}")