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

class BasicTemplateAlgorithm(QCAlgorithm):


    def Initialize(self):
            self.SetStartDate(2018,10, 14)  #Set Start Date
            self.SetEndDate(2018,10,16)    #Set End Date
            self.SetCash(1000)           #Set Strategy Cash
            self.eurusd = self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)
            self.quoteBarWindow = RollingWindow[QuoteBar](2)