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
Sortino 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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class FocusedTanJackal(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2023, 11, 30)  # Set Start Date
        self.SetEndDate(2023, 12, 1)
        self.SetCash(100000)

        self.pair = self.AddForex("EURUSD", Resolution.Second, Market.Oanda).Symbol

        s20 = self.Consolidate(self.pair, timedelta(seconds=20), self.OnDataSecondsTwenty)

    def OnData(self, data: Slice):
        pass

    def OnDataSecondsTwenty(self, dataSecondsTwenty):
        self.midPrice = round(dataSecondsTwenty.Close, 5)
        self.highPrice = round(dataSecondsTwenty.High, 5)
        self.lowPrice = round(dataSecondsTwenty.Low, 5)
        self.Plot("Pricing", "midPrice", self.midPrice)
        self.Plot("Pricing", "askPrice", self.highPrice)
        self.Plot("Pricing", "lowPrice", self.lowPrice)