Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-0.14%
Compounding Annual Return
-39.592%
Drawdown
0.100%
Expectancy
-1
Net Profit
-0.138%
Sharpe Ratio
-11.225
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.348
Beta
25.201
Annual Standard Deviation
0.015
Annual Variance
0
Information Ratio
-12.153
Tracking Error
0.015
Treynor Ratio
-0.007
Total Fees
$0.00
 
namespace QuantConnect.Algorithm.CSharp
{

    public class BasicTemplateAlgorithm : QCAlgorithm
    {
       string _sym = "EURUSD";
       
        public override void Initialize()
        {
            SetStartDate(2018, 9, 11);  
            SetEndDate(2018, 9, 11);
            SetCash(20000);  
            
            AddForex(_sym, Resolution.Minute, market: Market.Oanda, fillDataForward:false, leverage: 1M);
            
            Chart price = new Chart(_sym, ChartType.Overlay);
			price.AddSeries(new Series("LOW", SeriesType.Line));
			price.AddSeries(new Series("HIGH", SeriesType.Line));
			price.AddSeries(new Series("STOP", SeriesType.Scatter));
			price.AddSeries(new Series("OPEN", SeriesType.Line));
			price.AddSeries(new Series("PRICE", SeriesType.Line));
            
            Schedule.On(DateRules.On(2018, 9, 11), TimeRules.At(5, 0), () =>
			{
				Log("SpecificTime: Fired at : " + Time);
            	MarketOrder(_sym, 13800, tag: "Entry");
            	StopMarketOrder(_sym, -13800, 1.16M, "Stop Loss");
            	Plot(_sym, "STOP", 1.16M);
			});

        }
        

        public override void OnData(Slice slice)
        {
        	
        	Plot(_sym, "LOW", slice.Bars[_sym].Low);
        	Plot(_sym, "HIGH", slice.Bars[_sym].High);
        	Plot(_sym, "OPEN", slice.Bars[_sym].Open);
        	Plot(_sym, "PRICE", slice.Bars[_sym].Price);

        }
    }
}