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
-0.081
Tracking Error
0.062
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class CalibratedDynamicComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2016, 1, 30) 
        self.SetEndDate(2020, 1, 30) 
        self.SetCash(10000) 
        
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        
        symbol = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda).Symbol 
        self.engulfing = self.CandlestickPatterns.Engulfing(symbol, Resolution.Daily)
        self.engulfing_window = RollingWindow[float](10)
        
        self.SetBenchmark("EURUSD")
        
        
    def OnData(self, data):
        if not self.engulfing.IsReady:
            return
        
        engulfing = self.engulfing.Current.Value # 0 if not ready or not engulfing, 1 if bullish engulf, -1 if bearish engulf
        #self.Plot("IndicatorValue", "Engulfing", engulfing)
        self.engulfing_window.Add(engulfing)
        
        if self.engulfing_window.IsReady: # changed your code for ready instead of not ready
            #self.Plot("TrailingIndicatorValue", "TrailingHammer", self.engulfing_window[self.engulfing_window.Count-1])
            if self.engulfing_window[0] == 1 and self.engulfing_window[1] == 1: # invest if two bullish engulfs in a row, for the kick
                self.SetHoldings("EURUSD", 1)
            self.Log(f"self.engulfing_window: {[x for x in self.engulfing_window]}")