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
-1.683
Tracking Error
0.069
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)
        self.AddForex("EURUSD", Resolution.Hour, Market.Oanda)
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        self.eurusdAskClosePrice = 0

    def OnData(self, data):
        # 1. Debug the close of ask price of the "EURUSD" hourly bar at 05/01/2017 10am
        # Check the self.Time property then
        if self.Time.day == 1 and self.Time.hour == 10:
            # Save the value and print the close of ask price
            self.eurusdAskClosePrice = data["EURUSD"].Ask.Close
            self.Debug(str( self.eurusdAskClosePrice   ))