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
-2.149
Tracking Error
0.154
Treynor Ratio
0
Total Fees
$0.00
 
from QuantConnect.Indicators.CandlestickPatterns import HangingMan

class CasualVioletAntelope(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 11)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.pattern = HangingMan()


    def OnData(self, data):
        if not (data.ContainsKey(self.symbol) and data[self.symbol] is not None):
            return
        history = self.History(self.symbol, 1, Resolution.Daily).loc[self.symbol]
        for time, row in history.iterrows():
            tradebar = TradeBar(time, self.symbol, row.open, row.high, row.low, row.close, row.volume)
            self.pattern.Update(tradebar)
        self.Plot("Candlestick", "Value", self.pattern.Current.Value)