Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-5.814%
Drawdown
16.900%
Expectancy
0
Net Profit
-3.435%
Sharpe Ratio
-0.302
Probabilistic Sharpe Ratio
11.489%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.014
Beta
0.17
Annual Standard Deviation
0.114
Annual Variance
0.013
Information Ratio
0.641
Tracking Error
0.129
Treynor Ratio
-0.202
Total Fees
$0.00
Estimated Strategy Capacity
$19000.00
Lowest Capacity Asset
XAUUSD 8I
 
#region imports
from AlgorithmImports import *
#endregion
class CalibratedDynamicComputer(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 30) 
        
        self.SetCash(10000) 
        
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        
        self.fx = self.AddCfd("XAUUSD", Resolution.Hour, Market.Oanda).Symbol 
        self.hammer = self.CandlestickPatterns.Hammer(self.fx, Resolution.Hour)
        self.hammer_window = RollingWindow[float](10)
        
        
    def OnData(self, data):
        hammer = self.hammer.Current.Value
        self.Plot("IndicatorValue", "Hammer", hammer)
        self.hammer_window.Add(hammer)
        
        if self.hammer_window.IsReady:
            self.Plot("TrailingIndicatorValue", "TrailingHammer", self.hammer_window[self.hammer_window.Count-1])

        if self.hammer.IsReady:
            self.Plot("My Indicators", "hammer", self.hammer.Current)
            self.SetHoldings(self.fx, 1)