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
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
 
class ParticleNadionThrustAssembly(QCAlgorithm):
        
    def Initialize(self):
        self.syl = 'FB'
        self.SetStartDate(2019, 1, 1)# Set Start Date
        self.SetEndDate(2019,8,30)
        self.SetCash(27000)  # Set Strategy Cash
        self.SetTimeZone('America/Chicago')
        
        self.asset = self.AddEquity(self.syl, Resolution.Minute)
        
        ### Create MACD indicator with 5 min consolidated data
        
        # create the 5-minutes data consolidator
        fiveMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=5))
        
        #Macd_3 Bar Data
        self.macd3 = MovingAverageConvergenceDivergence(3, 6, MovingAverageType.Exponential)
        
        # register the 5-minute consolidated bar data to automatically update the indicator
        self.RegisterIndicator(self.syl, self.macd3, fiveMinuteConsolidator)
        
        self.SubscriptionManager.AddConsolidator(self.syl, fiveMinuteConsolidator)