Hi, 

i would like to be able to use candlestick patterns on my algorithm, with a custom timeframe, i.e 15 minutes. 

Here is the candlestick pattern i'm trying to work with.

  1. class CalibratedDynamicComputer(QCAlgorithm):
  3.     def Initialize(self):
  4.         self.SetStartDate(2016, 1, 30) 
  5.         #self.SetEndDate(2020, 2, 15) 
  6.         self.SetCash(10000) 
  7.         
  8.         self.SetBrokerageModel(BrokerageName.OandaBrokerage)
  9.         
  10.         symbol = self.AddForex("EURUSD", Resolution.Minute, Market.Oanda).Symbol 
  11.         self.engulfing = self.CandlestickPatterns.Engulfing(symbol, Resolution.Minute)
  12.         self.engulfing_window = RollingWindow[float](10)
  13.         
  14.         
  15.     def OnData(self, data):
  16.         engulfing = self.engulfing.Current.Value
  17.         #self.Plot("IndicatorValue", "Engulfing", engulfing)
  18.         self.engulfing_window.Add(engulfing)
  19.         
  20.         if self.engulfing_window.IsReady:
  21.             #self.Plot("TrailingIndicatorValue", "TrailingHammer", self.engulfing_window[self.engulfing_window.Count-1])
  22.             self.SetHoldings("EURUSD", 1)
+ Expand

Author

Samwel Kibet

November 2021