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 -1.343 Tracking Error 0.615 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
#Indikator kann verwendet werden, Zahlen passen class MuscularGreenAlbatross(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 1, 1) # Set Start Date self.SetEndDate(2019, 12, 31) #Set End Date self.SetCash(100000) # Set Strategy Cash self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin) #Broker Modell #self.SetTimeZone("Europe/Berlin") #durch die Zeitzone wird auch die 4h Anzeige in der Grafik um 2h verschoben self.btc = self.AddCrypto("BTCUSD", Resolution.Hour).Symbol consolidator = TradeBarConsolidator(timedelta(hours = 4)) # Create consolidator you need and attach event handler self.SubscriptionManager.AddConsolidator(self.btc, consolidator) # Register consolidator to get automatically updated with hour data #HMA Indikator length_hull = 24 length_hull_2 = float(length_hull) / 2 #HMA1 mit Schlusskurse self.hma = HullMovingAverage(length_hull) #langsam self.RegisterIndicator(self.btc, self.hma, consolidator) #Weighted Moving Average self.lwma_a = IndicatorExtensions.Times(self.LWMA(self.btc, int(length_hull_2) / 3), 3) self.lwma_b = self.LWMA(self.btc, float(length_hull_2) / 2) self.lwma_c = self.LWMA(self.btc, float(length_hull_2)) self.minus_a = IndicatorExtensions.Minus(IndicatorExtensions.Minus(self.lwma_a, self.lwma_b), self.lwma_c) self.hma_b = IndicatorExtensions.Of(LinearWeightedMovingAverage(int(length_hull_2)), self.minus_a) #schnell self.RegisterIndicator(self.btc, self.hma_b, consolidator) def OnData(self, data): if self.IsWarmingUp: return if not self.hma.IsReady: return if not(self.Time.time() == time(2) or self.Time.time() == time(6) or self.Time.time() == time(10) or self.Time.time() == time(14) or self.Time.time() == time(18) or self.Time.time() == time(22)): return self.Plot("Grafik", "Hull-MA-1-Final", self.hma.Current.Value) self.Plot("Grafik", "Hull-MA-3", self.hma_b.Current.Value)