Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-0.55%
Compounding Annual Return
-93.301%
Drawdown
0.600%
Expectancy
-1
Net Profit
-0.554%
Sharpe Ratio
0
Loss Rate
100%
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
$23.20
 
public class TradesTime : QCAlgorithm
    {
        public override void Initialize()
        {
            SetBrokerageModel(BrokerageName.FxcmBrokerage);

            DateTime start = new DateTime(2017, 05, 12, 7, 30, 00); 
            DateTime end = new DateTime(2017, 05, 12, 8, 00, 00);

            SetStartDate(start);  //Set Start Date
            SetEndDate(end);    //Set End Date

            SetCash(100000);

            AddForex("EURUSD", Resolution.Minute, Market.FXCM, true, 10);
        }

        public override void OnData(Slice data)
        {
            DateTime specificTradeBarTime = new DateTime(2017, 05, 12, 7, 48, 00);
            
            int quantity = -290000;
            TradeBar td = data.Bars["EURUSD"];

            decimal stoploss = 1.09174m;
            decimal profitTarget = 1.08787m;

            if (td.Time == specificTradeBarTime)
            {
                this.MarketOrder("EURUSD", quantity, false, $"Entry");
                this.LimitOrder("EURUSD", -quantity, profitTarget, $"Profit Target");
                this.StopMarketOrder("EURUSD", -quantity, stoploss, $"Stop Loss");
            }
        }

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            if (orderEvent.Status == OrderStatus.Filled)
            {
                var order = this.Transactions.GetOrderById(orderEvent.OrderId);
                
                Debug($"Filled orderId {orderEvent.OrderId}, tag: '{order.Tag}', at (UTC): {orderEvent.UtcTime}");
            }
        }
    }