Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class VentralQuantumThrustAssembly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2011, 11, 8)  # Set Start Date
        self.SetEndDate(2011, 11, 9)
        self.SetCash(100000)  # Set Strategy Cash
        
        symbols = [ Symbol.Create(x, SecurityType.Forex, Market.Oanda) 
                    for x in ["EURUSD","GBPUSD","USDCAD", "AUDUSD", "NZDUSD"] ]
        history = self.History(symbols, 4, Resolution.Daily).close
        self.Log(f"History:\n{history.to_string()}")


    def OnData(self, data):
        pass