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Newbie's question

hi, I'm new here and excited to find a platform supporting forex backtest. But I'm still not able to figure out how to implement backtest here. Now I'm using R to do algo trading in my own computer and OANDA provides API for it. Now I plan to change R to python and do the backtesting here, but I'm confused how to implement those function which i'm currently using in R. For example, there is a 'getTrades' function of Oanda API and kinds of detail information(size, profit, distance, etc.) of each open order can be obtained by this. So I just wonder how to implement the similar function when I back test in Quantconnect. Is there any relevant help document? Thanks!

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Hi Wang Chengkun 

Check the docs and once you get a glimpse of how Lean works, you can check the mor advanced Combining Mean Reversion and Momentum in the Foreign Exchange Markets tutorial.

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Thanks JayJayD 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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