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
namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private const string Symbol = "EURJPY";
        private int count = 0;

        public override void Initialize()
        {
            SetStartDate(2016, 1, 1);
            SetEndDate(2016, 1, 4);
            SetCash(10000);

            AddForex(Symbol, Resolution.Tick, Market.FXCM);

            var consolidator = new TickConsolidator(TimeSpan.FromMinutes(15));
            consolidator.DataConsolidated += OnDataMinute;
            SubscriptionManager.AddConsolidator(Symbol, consolidator);
        }

        public void OnData(Ticks data)
        {
        	if (!data.ContainsKey(Symbol))
        		return;
        		
            foreach (var tick in data[Symbol])
            {
                count++;
                //Log("Tick: " + tick.EndTime + " >> " + tick.Price);
            }
        }

        public override void OnEndOfAlgorithm()
        {
            Debug("Total Ticks: " + count);
        }

        private void OnDataMinute(object sender, TradeBar consolidated)
        {
            Log("Fifteen Minutes: " + consolidated.EndTime + " >> " + consolidated.Price);
        }
    }
}