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 -0.762 Tracking Error 0.172 Treynor Ratio 0 Total Fees $0.00 |
class CalibratedDynamicComputer(QCAlgorithm): def Initialize(self): self.SetStartDate(2016, 1, 30) #self.SetEndDate(2020, 2, 15) self.SetCash(10000) self.SetBrokerageModel(BrokerageName.OandaBrokerage) self.fx = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda).Symbol self.hammer = self.CandlestickPatterns.Hammer(self.fx, Resolution.Daily) 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])