Overall Statistics Total Trades0Average Win0%Average Loss0%Compounding Annual Return0%Drawdown0%Expectancy0Net Profit0%Sharpe Ratio0Loss Rate0%Win Rate0%Profit-Loss Ratio0Alpha0Beta0Annual Standard Deviation0Annual Variance0Information Ratio0Tracking Error0Treynor Ratio0Total 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):
'''Basic template algorithm simply initializes the date range and cash'''

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2017,1, 1)  #Set Start Date
self.SetEndDate(2017,7,31)    #Set End Date
self.SetCash(5000)           #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
#self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
# request the forex data
self.SetBrokerageModel(BrokerageName.OandaBrokerage)
self.Debug("Initilize is complete")

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:
data: Slice object keyed by symbol containing the stock data
'''
self.rsi = self.RSI("EURGBP", 14)
self.Debug("RSI variable was set")
if self.Portfolio["EURGBP"].Invested <= 0 and self.rsi.IsReady:
if self.RSI("EURGBP", 14) < 30:
self.Debug("RSI is less then 30")
self.MarketOrder("EURGBP", 25000)
self.Debug("Market order was placed")