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
0.957
Tracking Error
0.203
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# QC Pivot Points High Low Consolidated

# --------------------------------------------------------------
STOCK = "SPY"; BAR = 390; BarsCount = 5; lastStoredValues = 100; 
# --------------------------------------------------------------

class PivotPointsHighLow(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 1)  
        self.SetCash(100000)  
        
        res = Resolution.Minute
        self.stock = self.AddEquity(STOCK, res).Symbol
        consolidator = TradeBarConsolidator(timedelta(minutes = BAR))
        self.Consolidate(self.stock, timedelta(minutes = BAR), self.BarHandler)
        self.pphl = self.PPHL(self.stock, BarsCount, BarsCount, lastStoredValues)
        
        self.symbol = self.AddEquity(STOCK, Resolution.Daily).Symbol
        self.pphld = self.PPHL(self.symbol, BarsCount, BarsCount, lastStoredValues)        
        self.SetWarmUp(max(BarsCount,lastStoredValues), Resolution.Daily)
        
        '''
        self.pphl = PivotPointsHighLow(BarsCount, BarsCount, lastStoredValues)
        self.RegisterIndicator(self.stock, self.pphl, consolidator)
        '''


    def BarHandler(self, consolidated):
        if self.IsWarmingUp: return
        if not self.pphl.IsReady: return
        if not self.pphld.IsReady: return
    
        self.Plot("Indicator", "Pivot Points High Low Daily", self.pphld.Current.Value)
            
        self.Plot("Indicator", "Pivot Points High Low Consolidated", self.pphl.Current.Value)