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
-2.643
Tracking Error
0.131
Treynor Ratio
0
Total Fees
$0.00
 
from QuantConnect.Indicators.CandlestickPatterns import Piercing, Doji

class MultidimensionalVerticalCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
        self.indicators = [Piercing(), Doji()]
       
        # Setup consolidator to update indicator 
        consolidator = QuoteBarConsolidator(1)
        consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.symbol, consolidator)
        

    def consolidation_handler(self, sender, consolidated):
        for indicator in self.indicators:
            indicator.Update(consolidated)
    

    def OnData(self, data):
        self.Plot("QuoteBarIndicator", "Piercing", self.indicators[0].Current.Value)
        self.Plot("QuoteBarIndicator", "Doji", self.indicators[1].Current.Value)