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
-2.178
Tracking Error
0.129
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
import numpy as np
import pandas as pd

class LogicalBlueMule(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 9)  
        self.SetEndDate(2021, 3, 18)
        self.SetCash(100000)  
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
      
        consolidator = TradeBarConsolidator(timedelta(2))
        consolidator.DataConsolidated += self.consolidation_handler
        self.SubscriptionManager.AddConsolidator(self.symbol, consolidator)
        self.SetWarmup(3)
        self.HA = HeikinAshi()
        
        overlayPlot = Chart("HA_Chart")
        overlayPlot.AddSeries(Series(self.HA, SeriesType.Candle, 0))
        self.AddChart(overlayPlot)
        
    def consolidation_handler(self, sender, bar):
        if not self.HA.Update(bar):
            return
        self.Plot("HA", "Open", self.HA.Open.Current.Value)
        self.Plot("HA", "High", self.HA.High.Current.Value)
        self.Plot("HA", "Low", self.HA.Low.Current.Value)
        self.Plot("HA", "Close", self.HA.Close.Current.Value)
        self.Plot("HA_Chart", "HA_Candle", (self.HA.Current.Value))