| 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 |
#region imports
from AlgorithmImports import *
#endregion
class EnergeticSkyBlueBuffalo(QCAlgorithm):
def Initialize(self):
# In initialize method:
self.SetTimeZone("Australia/Brisbane")
self.SetStartDate(2022, 4, 14) # Set Start Date
self.SetEndDate(2022, 4, 15)
self.SetCash(50000) # Set Strategy Cash
self.symbol = self.AddForex("AUDUSD",Resolution.Minute, Market.FXCM)
self.Debug(f"{self.Time} >> Setup Symbol >> {self.symbol.Symbol}")
self.minuteConsolidator = QuoteBarConsolidator(timedelta(minutes=5))
self.minuteConsolidator.DataConsolidated += self.barSizeMinuteHandler
self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, self.minuteConsolidator)
thirtyMinuteConsolidator =QuoteBarConsolidator(timedelta(minutes=30))
thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteBarHandler
self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, thirtyMinuteConsolidator)
self.Consolidate(self.symbol.Symbol, Resolution.Minute, self.MinuteAUDUSDHandler)
def OnData(self, data: Slice):
'''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
'''
self.Debug(f"OnData: >> {data.Close}")
self.Log("Additional detailed logging messages")
def barSizeMinuteHandler(self, sender, consolidatedBar):
self.Debug(f"{consolidatedBar.EndTime} >> barSizeMinuteHandler >> {consolidatedBar.Close}")
self.Log(f"{consolidatedBar.EndTime} >> barSizeMinuteHandler >> {consolidatedBar.Close}")
def ThirtyMinuteBarHandler(self, sender, bar):
self.Debug(str(self.Time) + " " + str(bar))
def MinuteAUDUSDHandler(self, consolidated):
'''This is our event handler for our daily consolidated defined using the Consolidate method'''
self.Log(f"{consolidated.EndTime} AUDUSD Daily consolidated.")