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
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
 
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Securities.Crypto;
using System;

namespace QuantConnect.Algorithm.CSharp
{
    public class ADXTester : QCAlgorithm
    {
        private string Symbol = "BTCUSD";
        private AverageDirectionalIndex ADX;
        private Crypto Crypto;

        public override void Initialize()
        {
            SetStartDate(2016, 10, 07);  //Set Start Date
            SetEndDate(2016, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            Crypto = AddCrypto(Symbol, Resolution.Hour);

            TradeBarConsolidator H4Bars = new TradeBarConsolidator(TimeSpan.FromHours(4));
            H4Bars.DataConsolidated += OnFourHourBar;
            SubscriptionManager.AddConsolidator(Crypto.Symbol, H4Bars);
            ADX = ADX(Symbol, 20, Resolution.Hour);

            //This doesn't work
            //RegisterIndicator(Crypto.Symbol, ADX, H4Bars);
        }

        public override void OnData(Slice data)
        {

        }

        public void OnFourHourBar(object sender, TradeBar bar)
        {

        }
    }
}