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
-1.653
Tracking Error
0.103
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class DeterminedRedCat(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 5, 1)
        self.SetEndDate(2021, 12, 27)
        self.SetCash(100000)
        self.btc = self.AddCrypto("BTCUSD", Resolution.Minute, Market.GDAX).Symbol
        fourHourConsolidator = TradeBarConsolidator(timedelta(minutes=240))
        fourHourConsolidator.DataConsolidated += self.FourHourBarHandler
        self.SubscriptionManager.AddConsolidator(self.btc, fourHourConsolidator)
        
        self.macd = MovingAverageConvergenceDivergence(12, 26, 9, MovingAverageType.Exponential)
        self.RegisterIndicator(self.btc, self.macd, fourHourConsolidator)
        
        self.dmi = AverageDirectionalIndex(14)
        self.RegisterIndicator(self.btc, self.dmi, fourHourConsolidator)

        self.emaTwelve = ExponentialMovingAverage(12)
        self.RegisterIndicator(self.btc, self.emaTwelve, fourHourConsolidator)

        self.SetWarmup(5*240*35, Resolution.Minute)


    def FourHourBarHandler(self, sender, bar):
        if self.IsWarmingUp: return 
        if not self.macd.IsReady or not self.dmi.IsReady or not self.emaTwelve.IsReady: return
        
        self.Plot("MACD", "macd", self.macd.Current.Value)    
        self.Plot("MACD", "signal", self.macd.Signal.Current.Value)  
        
        self.Plot("DMI", "dmi", self.dmi.Current.Value)