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
-1.243
Tracking Error
0.128
Treynor Ratio
0
Total Fees
$0.00
 
from QuantConnect.Indicators.CandlestickPatterns import Harami

class MultidimensionalVerticalCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2013, 1, 1)
        self.SetEndDate(2016, 1, 1)
        
        symbol = self.AddEquity("SPY").Symbol
        self.harami = Harami()
        
        consolidator = TradeBarConsolidator(timedelta(1))
        consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(symbol, consolidator)

    def consolidation_handler(self, sender, consolidated):
        self.harami.Update(consolidated)
        self.Plot('Harami', 'Harami', self.harami.Current.Value)