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
#tbd

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 = self.HMA(self.btc, 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)