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
-8.843
Tracking Error
0.027
Treynor Ratio
0
Total Fees
$0.00
 
class MultidimensionalUncoupledCircuit(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 16) 
        self.SetEndDate(2020, 1, 20) 
        self.SetCash(100000) 
        symbol = self.AddForex("EURUSD", Resolution.Minute, Market.Oanda).Symbol
        
        mins_per_trading_day = 60 * 6.5
        self.min = self.MIN(symbol, mins_per_trading_day, Resolution.Minute)
        self.max = self.MAX(symbol, mins_per_trading_day, Resolution.Minute)

    def OnEndOfDay(self):
        self.Plot("Trailing", "Minimum", self.min.Current.Value)
        self.Plot("Trailing", "Maximum", self.max.Current.Value)