| 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 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
class PlotForexTooSmall(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2013,10,07) #Set Start Date
self.SetEndDate(2017,1,1) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.AddForex("EURUSD", Resolution.Hour)
self.bb = self.BB("EURUSD", 20, 1)
def OnData(self, data):
self.Plot("BB", "MiddleBand1", self.bb.MiddleBand.Current.Value)
self.Plot("BB", "UpperBand1", self.bb.UpperBand.Current.Value)
self.Plot("BB", "LowerBand1", self.bb.LowerBand.Current.Value)
self.Plot("BB2", "MiddleBand1", self.bb.MiddleBand.Current.Value * 100000)
self.Plot("BB2", "UpperBand1", self.bb.UpperBand.Current.Value * 100000)
self.Plot("BB2", "LowerBand1", self.bb.LowerBand.Current.Value * 100000)