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
-0.662
Tracking Error
0.301
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
import talib
import numpy as np
import pandas as pd

class GeekyYellowGreenDinosaur(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,1,1)  #Set Start Date
        self.SetEndDate(2020,12,31)
        self.SetCash(1000)  # Set Strategy Cash
        
        self.AddForex('EURUSD', Resolution.Hour)
            
        

    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
        '''
        open_ = np.array(data['EURUSD'].Open).flatten()
        
        
        close_ = np.array(data['EURUSD'].Close).flatten()
        
        
        high_ = np.array(data['EURUSD'].High).flatten()
        
        
        low_ = np.array(data['EURUSD'].Low).flatten()
        
       
       
        pattern = talib.CDLHAMMER(open_, high_, low_, close_)
        if pattern:
            self.Log('Pattern found')