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
 
import datetime
class GetOpenOrdersAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2014, 10, 15) 
        self.SetEndDate(2014, 10, 15)
        self.SetCash(100000)
        self.symbol = "EURUSD"
        self.AddForex(self.symbol, Resolution.Minute, Market.Oanda)
        self.openLimitOrders = []

    def OnData(self, data):
        open_orders = self.Transactions.GetOpenOrders(self.symbol)
        self.Debug(str(len(open_orders)))
        if len(open_orders) == 0:
            self.LimitOrder(self.symbol, 2000, float(self.Securities[self.symbol].Price)*0.998)