| 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 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 BootCampTask(QCAlgorithm):
def Initialize(self):
self.SetCash(100000)
self.SetStartDate(2017, 5, 1)
self.SetEndDate(2017, 5, 31)
self.AddForex("EURUSD", Resolution.Hour, Market.Oanda)
self.SetBrokerageModel(BrokerageName.OandaBrokerage)
# save lot size:
lot = float(self.Securities["EURUSD"].SymbolProperties.LotSize)
# print the lot size:
self.Debug("The lot size is " + str( lot ) )
# round the order to the log size:
orderQuantity = 20180.12
self.Debug("The order size is " + str( round(orderQuantity/lot)*lot ))
print('hello world')
def OnData(self, data):
pass