Overall Statistics Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 11.121% Drawdown 2.500% Expectancy 0 Net Profit 0% Sharpe Ratio 1.206 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.071 Beta 0.026 Annual Standard Deviation 0.062 Annual Variance 0.004 Information Ratio -1.006 Tracking Error 0.084 Treynor Ratio 2.843 Total Fees \$0.00
```namespace QuantConnect
{
/*
*   Basic Template Algorithm
*
*   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
*   We have explained some of these here, but the full base class can be found at:
*   https://github.com/QuantConnect/Lean/tree/master/Algorithm
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{

Stochastic sto;

public override void Initialize()
{
// backtest parameters
SetStartDate(2017, 01, 01);
SetEndDate(2017, 03, 30);

// cash allocation
SetCash(25000);

// request specific equities
// including forex. Options and futures in beta.

sto = STO("EURUSD", 14, 3, 3, Resolution.Daily);
}

/*
*	New data arrives here.
*	The "Slice" data represents a slice of time, it has all the data you need for a moment.
*/
public override void OnData(Slice data)
{

// slice has lots of useful information
Splits splits = data.Splits;
Dividends dividends = data.Dividends;

//Get just this bar.
if (bars.ContainsKey("EURUSD")) bar = bars["EURUSD"];

if (!Portfolio.HoldStock)
{
// place an order, positive is long, negative is short.
// Order("SPY",  quantity);

// or request a fixed fraction of a specific asset.
// +1 = 100% long. -2 = short all capital with 2x leverage.
SetHoldings("EURUSD", 1);

// debug message to your console. Time is the algorithm time.
// send longer messages to a file - these are capped to 10kb
Debug("Purchased EURUSD on " + Time.ToShortDateString());
//Log("This is a longer message send to log.");

}
}

public override void OnEndOfDay()
{