Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
1.013%
Drawdown
16.900%
Expectancy
0
Net Profit
3.163%
Sharpe Ratio
0.13
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.035
Beta
3.032
Annual Standard Deviation
0.106
Annual Variance
0.011
Information Ratio
-0.022
Tracking Error
0.106
Treynor Ratio
0.005
Total Fees
$0.00
 
using QuantConnect.Indicators; 

namespace QuantConnect
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	string _ticker = "AU200AUD"; 
        private Symbol _symbol;
        private Identity _price; 

        public override void Initialize()
        {
            SetStartDate(2015, 05, 01);  //Set Start Date
            SetEndDate(2018, 06, 01);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            _symbol = AddCfd(_ticker, Resolution.Hour, Market.Oanda).Symbol;
            
            _price = Identity(_symbol.Value);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
                Log($"Purchased Security {_symbol}");
            }
        }
    }
}