I was experimenting with a very simple system to try to learn how to place trades and take them off and run through a universe of currencies, etc. Basically I didn't want the algorithm to get in the way of learning the process necessary for any system. The system is you buy above the 30 day EMA and sell below it. On AUDUSD, it actually is profitable!? Wow. I tried a bunch of others and they blow up or die slowly.

Sidenote: is there an easy way to get the user-defined universe? I currently do:

# Grab our universe, is there an easier way?
for universe in self.UniverseManager.Values:

# User defined universe has symbols from AddSecurity/AddEquity calls
if universe is UserDefinedUniverse:

symbols = universe.Members.Keys

for symbol in symbols:
... code per symbol...