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 0.554 Tracking Error 0.274 Treynor Ratio 0 Total Fees $0.00 |
class NadionTachyonInterceptor(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 6, 1) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity('SPY', Resolution.Daily) renkoClose3 = RenkoConsolidator(3) renkoClose3.DataConsolidated += self.HandleRenkoClose3 renkoClose10 = RenkoConsolidator(10) renkoClose10.DataConsolidated += self.HandleRenkoClose10 # Register the consolidator for data. self.SubscriptionManager.AddConsolidator('SPY', renkoClose3) self.SubscriptionManager.AddConsolidator('SPY', renkoClose10) def HandleRenkoClose3(self, sender, updated): self.Plot('Custom', 'Renko3', updated.Close) def HandleRenkoClose10(self, sender, updated): self.Plot('Custom', 'Renko10', updated.Close)