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
-0.394
Tracking Error
0.208
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class CalculatingSkyBlueFlamingo(QCAlgorithm):

    def Initialize(self):
        
        #Set Dates
        self.SetStartDate(2020, 1, 1)  # Set Start Date
        
        #Set Starting Cash
        self.SetCash(100000)  # Set Strategy Cash
        
        #Set Assets
        self.symbol = self.AddForex("GBPUSD", Resolution.Hour, Market.FXCM)

        #Set Warmup
        self.SetWarmup(15)

        #Set Up Indicators
        self.rsi = self.RSI("GBPUSD", 14, MovingAverageType.Wilders, Resolution.Hour)


    def OnData(self, data):
        #If not warmed up, return
        if not self.rsi.IsReady:
            return

        #If not yet end of day, return
        if self.Time.hour < 17:  
            return
        
        #At 5pm each day, check value of RSI
        if self.Time.hour == 17:
            self.Log("RSI Value: " + str(self.rsi.Current.Value))