Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-23.511%
Drawdown
8.100%
Expectancy
0
Net Profit
0%
Sharpe Ratio
-2.436
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0.084
Annual Variance
0.007
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	private Symbol _symbol = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda);
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2016, 11, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(25000);
            
            // Set brokerage to Oanda
            SetBrokerageModel(BrokerageName.OandaBrokerage);
            
            // Set benchmark to zero
            SetBenchmark(time => 25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(_symbol.ID.SecurityType, _symbol, Resolution.Minute);
            
            //SetWarmup(TimeSpan.FromMinutes(30));
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
        	// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
            
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close);
                
                //Order function places trades: enter the string symbol and the quantity you want:
                Order(_symbol, quantity);
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug(string.Format("Purchased {0} on {1}", _symbol.Value, Time.ToShortDateString()));
                
                //You can also use log to send longer messages to a file. You are capped to 10kb
                //Log("This is a longer message send to log.");
            	Log("FeeModel " + Securities[_symbol].FeeModel);
            	Log("Brokerage " + BrokerageModel);
            }
            
            Notify.Email("alex@QuantConnect.com","Test", "Close :" + data[_symbol].Close);
            Plot(_symbol, "Price", data[_symbol].Close);
        }
    }
}