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
-1.858
Tracking Error
0.229
Treynor Ratio
0
Total Fees
$0.00
 
class CandleFun(QCAlgorithm):

    # Ticker symbol that the algo will trade.
    tickerSymbol = "QQQ"

    def Initialize(self):
        self.SetStartDate(2003, 1, 1)
        self.SetEndDate(2003, 12, 31)
        self.SetCash(5000)
        self.SetBrokerageModel(
            BrokerageName.InteractiveBrokersBrokerage, AccountType.Cash
        )
        self.SetBenchmark("QQQ")

        self.AddEquity(self.tickerSymbol, Resolution.Daily)

        self.hammer = self.CandlestickPatterns.Hammer(
            self.tickerSymbol, Resolution.Daily
        )

    def OnData(self, data):
        """OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        Arguments:
            data: Slice object keyed by symbol containing the stock data
        """

        if self.hammer.Current.Val == 1:
            self.Log("Hammer.")

    def OnOrderEvent(self, orderEvent):
        self.Log(f"{orderEvent}")