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 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
#region imports from AlgorithmImports import * #endregion class EnergeticSkyBlueBuffalo(QCAlgorithm): def Initialize(self): # In initialize method: self.SetTimeZone("Australia/Brisbane") self.SetStartDate(2022, 4, 14) # Set Start Date self.SetEndDate(2022, 4, 15) self.SetCash(50000) # Set Strategy Cash self.symbol = self.AddForex("AUDUSD",Resolution.Minute, Market.FXCM) self.Debug(f"{self.Time} >> Setup Symbol >> {self.symbol.Symbol}") self.minuteConsolidator = QuoteBarConsolidator(timedelta(minutes=5)) self.minuteConsolidator.DataConsolidated += self.barSizeMinuteHandler self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, self.minuteConsolidator) thirtyMinuteConsolidator =QuoteBarConsolidator(timedelta(minutes=30)) thirtyMinuteConsolidator.DataConsolidated += self.ThirtyMinuteBarHandler self.SubscriptionManager.AddConsolidator(self.symbol.Symbol, thirtyMinuteConsolidator) self.Consolidate(self.symbol.Symbol, Resolution.Minute, self.MinuteAUDUSDHandler) def OnData(self, data: Slice): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' self.Debug(f"OnData: >> {data.Close}") self.Log("Additional detailed logging messages") def barSizeMinuteHandler(self, sender, consolidatedBar): self.Debug(f"{consolidatedBar.EndTime} >> barSizeMinuteHandler >> {consolidatedBar.Close}") self.Log(f"{consolidatedBar.EndTime} >> barSizeMinuteHandler >> {consolidatedBar.Close}") def ThirtyMinuteBarHandler(self, sender, bar): self.Debug(str(self.Time) + " " + str(bar)) def MinuteAUDUSDHandler(self, consolidated): '''This is our event handler for our daily consolidated defined using the Consolidate method''' self.Log(f"{consolidated.EndTime} AUDUSD Daily consolidated.")