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
-2.042
Tracking Error
0.104
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# heikin ashi candle

class HeikinAshi(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  
        self.SetEndDate(2019, 12, 31)
        self.SetCash(1000000)
        self.SetWarmUp(2, Resolution.Daily)
        self.stock = self.AddEquity('QQQ', Resolution.Daily).Symbol  
        self.ha = self.HeikinAshi(self.stock, Resolution.Daily)
        
        
    def OnData (self, data):
        if self.IsWarmingUp or not self.ha.IsReady: return

        self.Plot("HeikinAshi", "haopen", round(self.ha.Open.Current.Value,2))
        self.Plot("HeikinAshi", "hahigh", round(self.ha.High.Current.Value,2))
        self.Plot("HeikinAshi", "halow", round(self.ha.Low.Current.Value,2))
        self.Plot("HeikinAshi", "haclose", round(self.ha.Close.Current.Value,2))