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
-2.13
Tracking Error
0.115
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class OpeningRangeBreakout(QCAlgorithm):
    
    
     
    def Initialize(self):
        self.SetStartDate(2019, 6, 1)
        self.SetEndDate(2019, 12, 10)
        self.SetCash(25000)
        self.AddForex("EURUSD", Resolution.Minute, Market.Oanda)
        self.Consolidate("EURUSD", timedelta(minutes=30), self.OnDataConsolidated)
        
        
        
        
    def OnData(self, data):
        pass
         
         
    def OnDataConsolidated(self, bar):
        self.Debug(f"{self.Time}|FiveMinuteBarHandler fired! ")