| 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 BasicForex : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2015, 1, 1);
SetEndDate(DateTime.Now);
SetCash(25000);
// AddEquity("SPY", Resolution.Minute);
AddForex("EURUSD", Resolution.Minute);
// Schedule.On(DateRules.EveryDay(), TimeRules.BeforeMarketClose("EURUSD", 5), OnBeforeClose);
Schedule.On(DateRules.EveryDay(), TimeRules.At(15, 55), DailyAction);
}
public void DailyAction()
{
var security = Securities["EURUSD"];
Log("Fired at: " + Time + ", Price: " + security.Price);
}
public override void OnData(Slice data)
{
}
}
}