Overall Statistics
namespace QuantConnect 
    *   QuantConnect University: Full Basic Template:
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    class MyBrokerage: InteractiveBrokersBrokerageModel{
    public class BasicTemplateAlgorithm : QCAlgorithm
    	public string[] Symbols = {"EURUSD", "EURJPY", "USDJPY"};
    	public Resolution _dataresolution = Resolution.Tick;
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
            //Start and End Date range for the backtest:
            //Cash allocation
            //Add as many securities as you like. All the data will be passed into the event handler:
            foreach( var symbol in Symbols)
            	AddForex(symbol,_dataresolution, Market.FXCM);
            ///AddForex(string ticker, Resolution resolution = Resolution.Minute, string market = Market.FXCM, bool fillDataForward = true, decimal leverage = 0m)

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            //  e.g.  data["MSFT"] data["GOOG"]
            var eurusdclose = data["EURUSD"].Close;
            var eurjpyclose = data["USDJPY"].Close;
            var  usdjpyclose = data["USDJPY"].Close;
            var conversion = (eurusdclose * (1/eurjpyclose) * usdjpyclose) - 1.002m;
			if( conversion > 0){