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
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 BootCampTask(QCAlgorithm):

    def Initialize(self):

        self.SetCash(100000)
        self.SetStartDate(2017, 5, 1)
        self.SetEndDate(2017, 5, 31)
        # add forex data
        self.AddForex("EURUSD", Resolution.Hour, Market.Oanda)
        # set brokerage model
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)

    def OnData(self, data):
        if self.Time.day == 1 and self.Time.hour == 10:
            self.Debug(str(data["EURUSD"].Ask.Close))