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
 
import numpy as np

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018, 9, 1)  #Set Start Date
        self.SetEndDate(2018, 10, 1)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.AddForex('EURUSD', Resolution.Minute, Market.Oanda)
        
        ## Create on a Sunday -- Oanda Forex opens 17:00 Sunday, closes Friday 17:00
        self.Schedule.On(self.DateRules.On(2018, 9, 2), self.TimeRules.At(17,0), self.DailyConsolidator)

    def OnData(self, data):
        pass
        
    def DailyConsolidator(self):
        consolidator = QuoteBarConsolidator(1440)   ## 1440 minutes in a 24-hour day
        consolidator.DataConsolidated += self.OnDataConsolidated
        self.SubscriptionManager.AddConsolidator('EURUSD', consolidator)
        
    def OnDataConsolidated(self, sender, bar):
        self.Log('New Daily Bar >> ' + str(bar.Close))