Overall Statistics
Total Trades
1
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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$49000000.00
 
class HipsterVioletLlama(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 12)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        #self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)
        self.forex = self.AddForex("EURUSD", Resolution.Second)


    def OnData(self, data):
        self.SetHoldings(self.forex.Symbol, 0.5)
        self.Debug(f"Leverage: {self.forex.Leverage}")
        self.Quit(f"Margin ratio: {self.Portfolio.CashBook['EUR'].ValueInAccountCurrency / self.Portfolio.TotalMarginUsed}")