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 BasicTemplateAlgorithm(QCAlgorithm):

	def Initialize(self):
		self.SetStartDate(2017,2,10)
		self.SetEndDate(2017,2,26)
		self.AddForex('EURUSD', Resolution.Hour)

	def OnData(self, slice):
		self.Log(str(slice.Bars['EURUSD'].Low))