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
-33.748
Tracking Error
0.171
Treynor Ratio
0
Total Fees
$0.00
 
class UncoupledOptimizedEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 2, 3)
        self.SetEndDate(2020, 2, 4)
        self.SetCash(100000)
        
        self.symbol = self.AddForex("EURUSD", Resolution.Hour).Symbol


    def OnData(self, data):
        if not data.ContainsKey(self.symbol):
            return
        
        self.Plot("Price", "EURUSD", data[self.symbol].Close)