Overall Statistics
Total Orders
364
Average Win
8.76%
Average Loss
-2.48%
Compounding Annual Return
78.165%
Drawdown
39.500%
Expectancy
0.619
Start Equity
100000
End Equity
1010799.04
Net Profit
910.799%
Sharpe Ratio
1.514
Sortino Ratio
1.916
Probabilistic Sharpe Ratio
70.991%
Loss Rate
64%
Win Rate
36%
Profit-Loss Ratio
3.53
Alpha
0.568
Beta
0.175
Annual Standard Deviation
0.389
Annual Variance
0.151
Information Ratio
1.135
Tracking Error
0.413
Treynor Ratio
3.371
Total Fees
$0.00
Estimated Strategy Capacity
$2200000.00
Lowest Capacity Asset
BTCUSD 2XR
Portfolio Turnover
24.82%
 
from AlgorithmImports import *

class TechnicalIndicatorsAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2018, 1, 1)  # Set Start Date
        self.SetEndDate(2022, 1, 1)    # Set End Date
        self.SetCash(100000)           # Set Strategy Cash
        
        # Add the cryptocurrency pair
        self.symbol = self.AddCrypto("BTCUSD", Resolution.Hour).Symbol
        
        
        # Define indicators
        self.hammer = self.CandlestickPatterns.Hammer(self.symbol)
        self.hanging_man = self.CandlestickPatterns.HangingMan(self.symbol)
        self.doji = self.CandlestickPatterns.Doji(self.symbol)
        self.spinning_top = self.CandlestickPatterns.spinning_top(self.symbol)
        self.engulfing = self.CandlestickPatterns.engulfing(self.symbol)
        self.rsi = self.RSI(self.symbol, 14, MovingAverageType.Wilders, Resolution.Hour)
        
        # Moving averages
        self.sma10 = self.SMA(self.symbol, 10, Resolution.Hour)
        self.sma05 = self.SMA(self.symbol, 5, Resolution.Hour)
        self.ema20 = self.EMA(self.symbol, 20, Resolution.Hour)
        self.sma30 = self.SMA(self.symbol, 30, Resolution.Hour)
        self.sma50 = self.SMA(self.symbol, 50, Resolution.Hour)
        self.sma200 = self.SMA(self.symbol, 200, Resolution.Hour)
        self.sma600 = self.SMA(self.symbol, 600, Resolution.Hour)
        self.sma40 = self.SMA(self.symbol, 40, Resolution.Hour)
        self.sma120 = self.SMA(self.symbol, 120, Resolution.Hour)
        self.ema05 = self.EMA(self.symbol, 5, Resolution.Hour)
        self.ema10 = self.EMA(self.symbol, 10, Resolution.Hour)
        self.ema30 = self.EMA(self.symbol, 30, Resolution.Hour)
        self.ema65 = self.EMA(self.symbol, 65, Resolution.Hour)
        self.ema100 = self.EMA(self.symbol, 100, Resolution.Hour)
        self.ema150 = self.EMA(self.symbol, 150, Resolution.Hour)
        self.ema500 = self.EMA(self.symbol, 500, Resolution.Hour)
        self.ema600 = self.EMA(self.symbol, 600, Resolution.Hour)
        
        
         
        
        # Schedule plot updates
       # self.Schedule.On(self.DateRules.EveryDay(self.symbol), self.TimeRules.AfterMarketOpen(self.symbol, 1), self.PlotIndicators)
    
    def OnData(self, data):
        if not data.ContainsKey(self.symbol):
            return
        
        # Example trading logic
        #buying
        if (self.rsi.Current.Value > 55) and (self.ema10.Current.Value > self.ema20.Current.Value > self.ema65.Current.Value > self.ema150.Current.Value):
            if not self.Portfolio[self.symbol].Invested:
                self.SetHoldings(self.symbol, 1)
        elif self.rsi.Current.Value < 40 and ((self.ema10.Current.Value < self.ema65.Current.Value) or (self.ema20.Current.Value < self.ema65.Current.Value)):
            if self.Portfolio[self.symbol].Invested:
                self.Liquidate(self.symbol)
        #selling 
        #if self.rsi.Current.Value < 60 and self.ema10.Current.Value < self.ema20.Current.Value < self.ema65.Current.Value < self.ema150.Current.Value:
        #    if not self.Portfolio[self.symbol].Invested:
        #        self.SetHoldings(self.symbol, 1)
        #elif self.rsi.Current.Value < 60 and ((self.sma10.Current.Value > self.ema65.Current.Value) or (self.ema20.Current.Value > self.ema65.Current.Value)):
        #    if self.Portfolio[self.symbol].Invested:
        #        self.Liquidate(self.symbol)
    def PlotIndicators(self):
        self.Plot("RSI", "RSI", self.rsi.Current.Value)
        self.Plot("SMA", "SMA10", self.sma10.Current.Value)
        self.Plot("SMA", "SMA20", self.sma20.Current.Value)