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
-0.938
Tracking Error
0.134
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
using QuantConnect.Indicators.CandlestickPatterns;

namespace QuantConnect 
{   

    public class TestCandlestickAlgorithm : QCAlgorithm
    {
        private string _symbol = "EURUSD";
        //private string _symbol = "SPY"
        private Engulfing _pattern = new Engulfing();

        public override void Initialize()
        {
            SetStartDate(2015, 1, 1);  //Set Start Date
            SetEndDate(2019, 12, 31);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            // Find more symbols here: http://quantconnect.com/data
            AddEquity(_symbol, Resolution.Hour);
            //AddEquity (_symbol, Resolution.Daily);

            _pattern = CandlestickPatterns.Engulfing(_symbol);
        }

        public override void OnData(Slice data)
        {
            if (_pattern == 1)
            {
                // Bullish Harami, go long
                SetHoldings(_symbol, 1);
                Log(_pattern);
            }
            else if (_pattern == -1)
            {
                // Bearish Harami, go short
                SetHoldings(_symbol, -1);
                Log(_pattern);
            }
        }
    }
}