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 |
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from datetime import datetime, timedelta from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Indicators") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Indicators import * from QuantConnect.Data.Market import * class CustomChartingAlgorithm(QCAlgorithm): def __init__(self): self.__bollinger = None self.__symbol = "AUDUSD" self.__resolution = Resolution.Hour def Initialize(self): self.SetCash(100000) self.SetStartDate(2015,6,24) self.SetEndDate(2015,6,26) self.AddForex(self.__symbol, resolution=self.__resolution) self.__bollinger = self.BB(self.__symbol, 120, 2, MovingAverageType.Exponential, resolution=self.__resolution) #Chart - Master Container for the Chart: stockPlot = Chart("Trade Plot") lowerBand = Series("lowerBand", SeriesType.Line, 0) middleBand = Series("middleBand", SeriesType.Line, 0) upperBand = Series("upperBand", SeriesType.Line, 0) audusd = Series("AUDUSD", SeriesType.Candle, 0) stockPlot.AddSeries(audusd) # stockPlot.AddSeries(lowerBand) # stockPlot.AddSeries(middleBand) # stockPlot.AddSeries(upperBand) self.AddChart(stockPlot) def OnData(self, data): '''On receiving new tradebar data it will be passed into this function. The general pattern is: "public void OnData( CustomType name ) {...}" Arguments: data: Slice object keyed by symbol containing the stock data ''' if not data.ContainsKey("AUDUSD") or data["AUDUSD"] is None: return # self.Plot("Trade Plot", "lowerBand", self.__bollinger.LowerBand) # self.Plot("Trade Plot", "middleBand", self.__bollinger.MiddleBand) # self.Plot("Trade Plot", "upperBand", self.__bollinger.UpperBand) self.Plot("Trade Plot", "AUDUSD", data["AUDUSD"].Price)