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 FOREXBasicTemplateAlgorithm : QCAlgorithm
    {
    	private string _symbol = "EURUSD";
    	private AverageDirectionalIndex _adx;
    	private SimpleMovingAverage _smaADX;
    	
        public override void Initialize()
        {
            SetStartDate(2016, 3, 1);    
            SetEndDate(2016, 3, 30); 
            SetCash(1000);
            AddSecurity(SecurityType.Forex, _symbol, Resolution.Hour);
            
        	_adx = ADX(_symbol, 30);
			_smaADX = new SimpleMovingAverage(_symbol + " SMA of ADX",10).Of(_adx);
			// Chart plotter = new Chart("ADX");
			// plotter.AddSeries(new Series("ADX", SeriesType.Line, index:0));
			// plotter.AddSeries(new Series("+", SeriesType.Line, index:0));
			// plotter.AddSeries(new Series("-", SeriesType.Line, index:0));
			// plotter.AddSeries(new Series("SMA", SeriesType.Line, index:0));
			// AddChart(plotter);
        }
        
		public void OnData(TradeBars data)
        {
        	if (!_adx.IsReady) return;
        	if (!_smaADX.IsReady) return; 
			Plot("ADX", "ADX", _adx);
			Plot("ADX", "SMA", _smaADX);
			Plot("ADX", "+", _adx.PositiveDirectionalIndex);
			Plot("ADX", "-", _adx.NegativeDirectionalIndex);
            if (!Portfolio.HoldStock)
            {
				//SetHoldings("EURUSD", 50, true);
                //Debug("Buying EURUSD on " + Time.ToShortDateString());
            }
        }
    }
}