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
class BasicTemplateAlgorithm(QCAlgorithm):
        
    def Initialize(self):
        self.SetCash(100000)
        self.SetStartDate(2015,1,1)
        self.SetEndDate(2015,1,15)
        self.SetBrokerageModel(BrokerageName.OandaBrokerage) 
        self.AddForex("EURUSD", Resolution.Daily, Market.Oanda)
        history5days = self.History(["EURUSD"], 5, Resolution.Daily)
        self.Debug(str(history5days))
        
    def OnData(self, data):
        pass