I just develop a proprietary algorithm to trade forex with Oanda, but I'll need much more things to really test and develop multiple systems. I'm evaluating QuantConnect solution, however I'm confused by the size of the project. I just wanted to do something simple: read bars from oanda, enter and exit randomly as a console application. I just do not know how to do something like this.

Which classes to use?, how do I tell my algorithm I'll use a certain broker?

My algorith was implemented ad a simple timer that read rates and bars and paased it to the algorithm, but lean seems much more complex than that.

Any ideas???