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
6.363
Tracking Error
0.113
Treynor Ratio
0
Total Fees
$0.00
using System;
using System.Linq;
using QuantConnect.Indicators;
using QuantConnect.Models;

namespace QuantConnect.Algorithm.Examples
{
    public class QCUMovingAverageCross : QCAlgorithm
    {
        private const string Symbol = "USDJPY";

        private ExponentialMovingAverage fast;
        private ExponentialMovingAverage slow1;
        private ExponentialMovingAverage slow2;
        private SimpleMovingAverage[] ribbon;
		private MovingAverageConvergenceDivergence macd;
		private DateTime current;
		
        public override void Initialize()
        {
            // set up our analysis span
            current  = new DateTime(2020,05,18);
            current = current.AddHours(+11);
			SetStartDate(2020,05, 18);         
            SetEndDate(2020,5, 19);
            //SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            SetCash(1000);

            // request SPY data with minute resolution
            AddForex(Symbol, Resolution.Hour, Market.Oanda);
            SetBrokerageModel(BrokerageName.OandaBrokerage);
            
             
            // create a 15 day exponential moving average
            //fast = EMA(Symbol, 9, Resolution.Minute);

            // create a 30 day exponential moving average
            //slow1 = EMA(Symbol, 50, Resolution.Minute);
            //slow2 = EMA(Symbol, 100, Resolution.Minute);
			macd = MACD(Symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Hour);
        }

        
        public void OnData(TradeBars data) {
    	Decimal price = data[Symbol].Close;
    	price = Math.Round(price, 2); 
    	Debug(current.ToString("yyyy'-'MM'-'dd' 'HH':'mm':'ss")+" "+price);
    	current =current.AddHours(+1);
    	
    	Plot(Symbol, "Price", price);
    	Plot("MACD", macd, macd.Signal);
    	
		}
		// Access data via grouped time slice method handlers:
		public override void OnData(Slice data) {
			
    	//Debug(data.Bars[Symbol].Close);
		}
            //Plot(Symbol, "Price", data[Symbol].Price);
            //Plot("Ribbon", "Price", data[Symbol].Price);
            //Plot("MACD", macd.Fast, macd.Slow);
    
    }
}