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
 
import numpy as np
import decimal as d


### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        
        self.SetStartDate(2016,12,30)  #Set Start Date
        self.SetEndDate(2018,1,1)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddCfd("XAGUSD", Resolution.Daily, Market.Oanda)
  
        self.window = RollingWindow[QuoteBar](2)
        
    def OnData(self, data):
      self.window.Add(data["XAGUSD"])
      if not (self.window.IsReady): return
      curh = self.window[0].High # Current bar had index zero.
      curl = self.window[0].Low
      
      preh = self.window[1].High   # Past bar has index one.
      prel = self.window[1].Low
     
      self.Log('H[0]: {:.6f} H[1]: {:.6f} L[0]: {:.6f} L[1]: {:.6f}'.format(curh, preh, curl, prel))