Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-7.549%
Drawdown
0.100%
Expectancy
0
Net Profit
0%
Sharpe Ratio
-11.99
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.063
Beta
0.134
Annual Standard Deviation
0.003
Annual Variance
0
Information Ratio
-12.471
Tracking Error
0.019
Treynor Ratio
-0.269
Total Fees
$0.04
 
namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
		private DateTime BuyDateTime = DateTime.Parse("2016-06-20T14:33:47.754Z");

        public override void Initialize() 
        {
            SetStartDate(2016, 6, 20);
            SetEndDate(2016, 6, 21);

            SetCash(25000);
            
            this.SetBrokerageModel(BrokerageName.FxcmBrokerage);


            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);

            var consolidator = new TickConsolidator(1);

            consolidator.DataConsolidated += OnDataConsolidated;

            SubscriptionManager.AddConsolidator("EURUSD", consolidator);            
        }

        public void OnDataConsolidated(object sender, TradeBar tradeBar)
        {   
            if (!Portfolio.Invested)
            {
            	var lastTick = Securities["EURUSD"].GetLastData() as Tick;
            	
            	var tag = string.Format("Price: {0}, Ask: {1}, Bid: {2}", lastTick.Price, lastTick.AskPrice, lastTick.BidPrice);
                
                Order("EURUSD", 1000, false, tag);
            }
        }
    }
}