| 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 |
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using System;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses
/// QuoteBars you should request slices or
/// </summary>
/// <meta name="tag" content="using data" />
/// <meta name="tag" content="history and warm up" />
/// <meta name="tag" content="history" />
/// <meta name="tag" content="forex" />
public class ColdHistogram : QCAlgorithm
{
private QuoteBarConsolidator consol;
private MovingAverageConvergenceDivergence macdI;
private Chart machart;
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2018, 1, 30); //Set Start Date
SetEndDate(2018, 1, 30); //Set End Date
SetCash(100000); //Set Strategy Cash
//SetWarmup(60*60*24); // withou the warmup, this is Broken!
// Find more symbols here: http://quantconnect.com/data
AddForex("GBPUSD", Resolution.Second, Market.FXCM);
consol = new QuoteBarConsolidator(TimeSpan.FromMinutes(15));
consol.DataConsolidated += madata;
macdI = new MovingAverageConvergenceDivergence(12, 26 , 9, MovingAverageType.Exponential);
RegisterIndicator("GBPUSD", macdI, consol);
machart = new Chart("MyCharts");
var macdhs = new Series("macdhs", SeriesType.Bar, 0);
machart.AddSeries(macdhs);
AddChart(machart);
}
private void madata(object sender, QuoteBar e)
{
if (macdI.Histogram.IsReady){
Plot("MyCharts", "macdhs", macdI.Histogram);
}
}
}
}