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 |
import numpy as np ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2018,9, 18) #Set Start Date self.SetEndDate(2018,10,18) #Set End Date self.SetCash(100000) #Set Strategy Cash self.Debug("numpy test >>> print numpy.pi: " + str(np.pi)) # Find more symbols here: http://quantconnect.com/data eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda) self.resolution = Resolution.Daily self.donch_period = 7 self.donchian = self.DCH(eurusd.Symbol, self.donch_period, self.resolution) self.RegisterIndicator(eurusd.Symbol, self.donchian, self.resolution) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' self.Log("High: "+str(data["EURUSD"].High)+" | Donchian IsReady: "+str(self.donchian.IsReady)+" | Donchian Upper: "+str(self.donchian.UpperBand) )