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 ColdHistogram : 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, 30); //Set Start Date SetEndDate(2018, 1, 30); //Set End Date SetCash(100000); //Set Strategy Cash //SetWarmup(60*60*24); // withou the warmup, this is Broken! // Find more symbols here: http://quantconnect.com/data AddForex("GBPUSD", Resolution.Second, Market.FXCM); consol = new QuoteBarConsolidator(TimeSpan.FromMinutes(15)); consol.DataConsolidated += madata; macdI = new MovingAverageConvergenceDivergence(12, 26 , 9, MovingAverageType.Exponential); RegisterIndicator("GBPUSD", macdI, consol); machart = new Chart("MyCharts"); var macdhs = new Series("macdhs", SeriesType.Bar, 0); machart.AddSeries(macdhs); AddChart(machart); } private void madata(object sender, QuoteBar e) { if (macdI.Histogram.IsReady){ Plot("MyCharts", "macdhs", macdI.Histogram); } } } }