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
-2.553
Tracking Error
0.1
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
from QuantConnect.Indicators.CandlestickPatterns import Engulfing

class CasualVioletAntelope(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013, 1, 1)  # Set Start Date
        self.SetEndDate(2013, 12, 31)
        self.SetCash(100000)  # Set Strategy Cash
        
        #self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.symbol = self.AddForex("EURUSD", Resolution.Daily).Symbol
        
        self.pattern = Engulfing()


    def OnData(self, data):
        if not (data.ContainsKey(self.symbol) and data[self.symbol] is not None):
            return
        self.pattern.Update(data[self.symbol])
        self.Plot("Candlestick", "Value", self.pattern.Current.Value)