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Does anyone have any good ideas for a forex algorithm?

Hi All,

I'm fresh out of ideas. Here is a list of what i have tried.

Most indicators(EMA Cross over, MACD, BB, RSI, WILR, MOM, MOMERSION, Regression Channels, etc)

Daily, Hour Minute and Second strategies with those and others in the tutorial library.

Currency Neutral hedgeing using correlated assets like USDCHF EURUSD.

Currency Carry Trades

Using spread correlation between positively correlated assets to signal buy/sell squeezes such as AUDUSD AUDCAD...When the spread between these 2 prices travels wide from each other, you would buy one and sel lthe other. 

I'm a python coder.

Looking forward to hearing your ideas.

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What about trading economics AUD economy data; as a factor for the currency strength?

I always start with - what fundamental real-world causes impact my assets? For FX - inflation, politics, exports set the trend - then you can use technicals for short term purchasing. 

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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.


Thanks Jared, I don't think i knew we had that data for forex. I will look into this. I'm more of a technicals guy but i guess i could try something new!

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Jared Broad Do you know why my algo is stuck waiting for the 
TradingEconomics.Calendar.UnitedStates.CoreInflationRate to find the key? (in my containsKey function)?

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Hi Apollos Hill ,

I think the problem is that it is returning if usdrate or usdinfla are not present in Slice.
Maybe while it should return if usdrate and usdinfla and trade because one of the two has new data.

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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.


No that is not it because if i take out the usdrate or udsinfla and just trade off of the usdrate announcements, it still gets stuck at waiting for keys. Please see this backtest. 

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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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