Overall Statistics Total Trades4942Average Win0.05%Average Loss-0.32%Compounding Annual Return4050.671%Drawdown66.600%Expectancy0.042Net Profit33.654%Sharpe Ratio2.225Loss Rate9%Win Rate91%Profit-Loss Ratio0.14Alpha6.697Beta-25.208Annual Standard Deviation3.444Annual Variance11.859Information Ratio2.173Tracking Error3.543Treynor Ratio-0.304Total Fees\$0.00
```#
#
#        https://www.quantconnect.com/docs#Charting
#
import decimal
from datetime import timedelta

def Initialize(self):
# Set cash allocation for backtest
# In live trading this is ignored and your real account is used.
# cash = 7000 * 50 leverage = 350,000
self.SetCash(350000);

# Start and end dates for the backtest.
# These are ignored in live trading.
self.SetStartDate(2016,6,1)
self.SetEndDate(2017,6,1)

# Specify the OANDA Brokerage: This lets us know the fee models & data.
self.SetBrokerageModel(BrokerageName.OandaBrokerage)

# Add assets you'd like to see

self.SetBenchmark("EURUSD")

#5 day mean
#*****************THIS IS THE MEAN YOU CAN CHANGE THE 5 ******************
self.sma = self.SMA("EURUSD", 5, Resolution.Daily)
self.SetWarmup(timedelta(5))

def OnData(self, slice):
price = slice["EURUSD"].Value

difference = self.sma.Current.Value - price

# order amount = 3% cash / current price
# need to figure out how to get the current cash
#***************THIS IS THE AMOUNT OF THE PORTFOLIO PUT INTO EACH TRADE YOU CAN CHANGE THE 0.03*******************
amount = (self.Portfolio.TotalPortfolioValue * decimal.Decimal(0.03)) / price

if difference > decimal.Decimal(0.01):

#************************THIS IS THE TAKE PROFIT YOU CAN CHANGE THE 1.005************
# Place a Take Profit Limit order for .005% gain
self.LimitOrder("EURUSD", -amount, price * decimal.Decimal(1.00005))

#************************THIS IS THE STOP LOSS YOU CAN CHANGE THE 0.997******************
# Place a Stop Loss (Stop Market) order for a .003% loss
self.StopMarketOrder("EURUSD", -amount, price * decimal.Decimal(0.99997))

if difference < decimal.Decimal(-0.01):
# Sell 1000 shares of EURUSD
self.Sell("EURUSD", amount)

#************************THIS IS THE TAKE PROFIT YOU CAN CHANGE THE 1.005************
#Place a Take Profit Limit order for .005% gain
self.LimitOrder("EURUSD", -amount, price * decimal.Decimal(1.00005))

#************************THIS IS THE STOP LOSS YOU CAN CHANGE THE 0.99997******************
# Place a Stop Loss (Stop Market) order for a .003% loss
self.StopMarketOrder("EURUSD", -amount, price * decimal.Decimal(0.997))

def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Submitted or orderEvent.Status == OrderStatus.Canceled:
return

#	if orderEvent.FillQuantity < 0:
#		self.Transactions.CancelOpenOrders("EURUSD")
else:
self.Log("Buy EURUSD at {0}. SMA30d: {1}".format(orderEvent.FillPrice, self.sma.Current.Value))```