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 |
/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using QuantConnect.Data; using QuantConnect.Data.Consolidators; using QuantConnect.Data.Market; using QuantConnect.Indicators; using System; namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Algorithm demonstrating FOREX asset types and requesting history on them in bulk. As FOREX uses /// QuoteBars you should request slices or /// </summary> /// <meta name="tag" content="using data" /> /// <meta name="tag" content="history and warm up" /> /// <meta name="tag" content="history" /> /// <meta name="tag" content="forex" /> public class BrokenIndicatorsTest : QCAlgorithm { private QuoteBarConsolidator consol; private MovingAverageConvergenceDivergence macdI; private Chart machart; /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2018, 1, 23); //Set Start Date SetEndDate(2018, 1, 23); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data AddForex("GBPUSD", Resolution.Second, Market.FXCM); consol = new QuoteBarConsolidator(TimeSpan.FromMinutes(15)); macdI = new MovingAverageConvergenceDivergence(12, 26 , 9, MovingAverageType.Exponential); //consol.DataConsolidated += (a, b) => macdI.Update(b); consol.DataConsolidated += onTheData; RegisterIndicator("GBPUSD", macdI, consol); // When register indicator is before the onTheData call, Time is :2018/01/23 23:45:00 Macd is :2018-01-23T23:31:00, it calls at 45 and the macd is at 31. // same if onTheData call is registered first. } private void onTheData(object sender, QuoteBar e) { Debug("Time is :" + Time + " Macd is :" + macdI.Current); } } }