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

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2013,10, 7)  #Set Start Date
        self.SetEndDate(2013,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash

        self.AddForex("EURUSD", Resolution.Hour)
        self.slow = self.EMA("EURUSD", 100, Resolution.Hour)
        self.SetWarmUp(10)

    def OnData(self, data):
        if data.ContainsKey("EURUSD"):
            price = data["EURUSD"].Price
            self.Debug(type(price))
            self.Debug(type(self.slow))
            
            if price > self.slow.Current.Value:
                self.Log("The Price {} is ABOVE".format(self.Securities["EURUSD"].Price))