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
1.241
Tracking Error
0.788
Treynor Ratio
0
Total Fees
$0.00
 
class UncoupledCalibratedInterceptor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 3, 8)  # Set Start Date
        self.SetEndDate(2020, 3, 11)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddForex("EURUSD", Resolution.Minute)
        self.bband = BollingerBands(20, 2, MovingAverageType.Simple)  #, Resolution.Minute);
        
        Consolidator = QuoteBarConsolidator(timedelta(minutes=5))
        self.RegisterIndicator("EURUSD", self.bband, Consolidator)
       
        self.SetWarmUp(100)
        
    def OnData(self, data):
        if self.IsWarmingUp:
            return
        
        self.Plot("BB", "Close", data['EURUSD'].Close)
        self.Plot("BB", "UpperBand", self.bband.UpperBand.Current.Value)
        self.Plot("BB", "MiddleBand", self.bband.MiddleBand.Current.Value)
        self.Plot("BB", "LowerBand", self.bband.LowerBand.Current.Value)