I'm testing a hypothesis I have about the market but wanted to see if anyone would be willing to collaborate in order to see if this concept can be shown for at least a specific set of circumstances to be generally true. I am on the spectrum and new to a lot of this, but have tenacity as well as a passion for learning to make numbers go up.

I think it works because CNHUSD hadnt been released yet and that if there could be an empty placeholder for the entry of CNHUSD for Oanda the algorithm could work more generally. How would I do this? Am I wrong?

Any and all assistance is most welcome.

Here's the python code:

import random



class WellDressedAsparagusLeopard(QCAlgorithm):





    def Initialize(self):

        self.SetStartDate(2002, 5,31)  # Set Start Date

        self.SetCash(100000)  # Set Strategy Cash

        #self.AddEquity("SPY", Resolution.Tick)

        #self.AddEquity("SPDN", Resolution.Tick)

        #self.AddEquity("BND", Resolution.Tick)

        self.AddForex("EURUSD", Resolution.Tick, Market.Oanda)

        self.AddForex("CNHUSD", Resolution.Tick, Market.Oanda)

        self.AddForex("USDEUR", Resolution.Tick, Market.Oanda)

        self.SetWarmUp(1)

        self.IsWarmingUp

    def OnData(self, data: Slice):

        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

            Arguments:self.AddEquity("BTC", Resolution.Minute)

                data: Slice object keyed by symbol containing the stock data

        

        '''

        #self.AddForex("EURUSD", Resolution.Tick, Market.Oanda)

        #self.AddForex("USDEUR", Resolution.Tick, Market.Oanda)

        #self.AddForex("CNHUSD", Resolution.Tick, Market.Oanda)

        #self.SetWarmUp(1)

        #self.IsWarmingUp

        # Make 100 trials.

        n_tries = 1

        # Lists to store results from stay and switch stratey

        switch_results = []

        for i in range(n_tries):

            doors = ["EURUSD","USDEUR"]

            random.shuffle(doors)

            switch_result = doors[0]

            switch_results.append(switch_result)

            for i in range(n_tries + 1):

                # Same code as above, for one trial

                doors = ["EURUSD","USDEUR", "CNHUSD"]

                random.shuffle(doors)

                switch_result = doors[2]

                del doors[1:2]

                switch_result = doors[0]

                # Put results into result lists

                switch_results.append(switch_result)

            

                if self.Portfolio.Invested:

                    for i in range(n_tries):  

                        self.SetHoldings(switch_result, 0.01)

                        for i in range(n_tries +2):

                            self.Liquidate(switch_result)

            

            else:

                # Lists to store results from stay and switch strategy

                

                   

                if not self.Portfolio.Invested:

                    for i in range(n_tries):  

                        self.SetHoldings(switch_result, 0.01)