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 6.087 Tracking Error 0.115 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
class LogicalBlueMule(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 9, 14) # Set Start Date self.SetEndDate(2020, 9, 18) self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol # Create consolidator consolidator = TradeBarConsolidator(timedelta(minutes=10)) consolidator.DataConsolidated += self.consolidation_handler self.SubscriptionManager.AddConsolidator(self.symbol, consolidator) self.HA = HeikinAshi() self.sma_of_ha = IndicatorExtensions.Of(SimpleMovingAverage(5), self.HA) def consolidation_handler(self, sender, bar): if not self.HA.Update(bar): return self.Plot("Custom", "HA", self.HA.Current.Value) if self.sma_of_ha.IsReady: self.Plot("Custom", "SMA", self.sma_of_ha.Current.Value)