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
Probabilistic 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
 
class MultidimensionalDynamicAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 15)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddForex('EURUSD', Resolution.Minute, Market.Oanda).Symbol

    def OnData(self, data):
        if data.QuoteBars.ContainsKey(self.symbol) and data.QuoteBars[self.symbol] is not None:
            self.Plot('EURUSD', 'Bid Price', data.QuoteBars[self.symbol].Bid.Close)
            self.Plot('EURUSD', 'Ask Price', data.QuoteBars[self.symbol].Ask.Close)