Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0.00%
Compounding Annual Return
-0.071%
Drawdown
0.000%
Expectancy
-1
Net Profit
-0.004%
Sharpe Ratio
-3.742
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.001
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-4.816
Tracking Error
0.042
Treynor Ratio
-0.331
Total Fees
$4.00
 
namespace QuantConnect 
{   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	private int pipTarget = 5;
    	private decimal pipProfit;
        private bool canTrade = true;
    	
    	public override void Initialize() 
        {
	        SetStartDate(2017, 1, 1);         
            
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute);
            
            canTrade = true;
            var minPriceVariation = Securities["EURUSD"].SymbolProperties.MinimumPriceVariation * 10;
            pipProfit = pipTarget * minPriceVariation;
        }

        public void OnData(TradeBars data) 
        {   
            if (canTrade) 
            {
                MarketOrder("EURUSD", 1000);
                LimitOrder("EURUSD", -1000, data["EURUSD"].Value + pipProfit);

                canTrade = false;
                Debug("Purchased EURUSD on " + Time.ToShortDateString());
                Debug("Limit price: " + data["EURUSD"].Value + pipProfit);
            }
        }
    }
}