| 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 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 |
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from datetime import datetime, timedelta
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import *
class CustomChartingAlgorithm(QCAlgorithm):
def __init__(self):
self.__bollinger = None
self.__symbol = "AUDUSD"
self.__resolution = Resolution.Hour
def Initialize(self):
self.SetCash(100000)
self.SetStartDate(2015,6,24)
self.SetEndDate(2015,6,26)
self.AddForex(self.__symbol, resolution=self.__resolution)
self.__bollinger = self.BB(self.__symbol, 120, 2, MovingAverageType.Exponential, resolution=self.__resolution)
#Chart - Master Container for the Chart:
stockPlot = Chart("Trade Plot")
lowerBand = Series("lowerBand", SeriesType.Line, 0)
middleBand = Series("middleBand", SeriesType.Line, 0)
upperBand = Series("upperBand", SeriesType.Line, 0)
audusd = Series("AUDUSD", SeriesType.Candle, 0)
stockPlot.AddSeries(audusd)
# stockPlot.AddSeries(lowerBand)
# stockPlot.AddSeries(middleBand)
# stockPlot.AddSeries(upperBand)
self.AddChart(stockPlot)
def OnData(self, data):
'''On receiving new tradebar data it will be passed into this function. The general pattern is:
"public void OnData( CustomType name ) {...}"
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not data.ContainsKey("AUDUSD") or data["AUDUSD"] is None:
return
# self.Plot("Trade Plot", "lowerBand", self.__bollinger.LowerBand)
# self.Plot("Trade Plot", "middleBand", self.__bollinger.MiddleBand)
# self.Plot("Trade Plot", "upperBand", self.__bollinger.UpperBand)
self.Plot("Trade Plot", "AUDUSD", data["AUDUSD"].Price)