namespace QuantConnect.Algorithm.CSharp
{
public class JumpingYellowGreenRat : QCAlgorithm
{
private Symbol symbol;
private Maximum max;
public override void Initialize()
{
SetStartDate(2020, 8, 22); //Set Start Date
SetCash(100000); //Set Strategy Cash
symbol = AddForex("USDCAD", Resolution.Hour).Symbol;
max = MAX(symbol, 10, Resolution.Hour);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
if (!(data.ContainsKey(symbol) & data[symbol] != null)) {
return;
}
Plot("Custom", "Price", data[symbol].Price);
if (max.IsReady)
Plot("Custom", "MAX", max.Current.Value);
}
}
}