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
    {
    	Symbol eurusd;
    	SimpleMovingAverage _sma;
    	
        public override void Initialize()
        {
            SetStartDate(2016, 2, 1);         
            SetEndDate(2016, 2, 1); 
            SetCash(10000);
            eurusd = AddForex("EURUSD", Resolution.Hour).Symbol;

            _sma = SMA(eurusd, 12, selector: d => ((QuoteBar)d).Low);
            
        }

        public override void OnData(Slice slice) 
        {   
           Log("Current low :" + slice[eurusd].Low);
           if (_sma.IsReady)
           {
	           Log("Current SMA :" + _sma.Current.Value.SmartRounding());
           }
        }
    }
}