| 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