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
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# Crypto Consolidator

# --------------------------
CRYPTO = "BTCUSD"; BAR = 30; 
# --------------------------

class CryptoConsolidator(QCAlgorithm):
     
    def Initialize(self):
        self.SetStartDate(2022, 4, 22)
        self.SetEndDate(2022,  4, 22)
        self.crypto = self.AddCrypto(CRYPTO, Resolution.Minute).Symbol
        self.Consolidate(self.crypto, timedelta(minutes = BAR), self.BarHandler)

         
    def BarHandler(self, consolidated):
        self.Plot("crypto", self.crypto, self.Securities[self.crypto].Price)