Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.000%
Drawdown
0.000%
Expectancy
0
Net Profit
0.000%
Sharpe Ratio
-1.282
Probabilistic Sharpe Ratio
0.377%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
1.196
Tracking Error
0.047
Treynor Ratio
-0.06
Total Fees
$0.00
Estimated Strategy Capacity
$520000000000.00
Lowest Capacity Asset
EURUSD 8G
 
class OandaBrokerageExampleAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetCash(100000)

        self.SetBrokerageModel(BrokerageName.OandaBrokerage, AccountType.Margin)
        
        self.symbol = self.AddForex("EURUSD", Resolution.Minute).Symbol

    def OnData(self, data):
        if self.Portfolio.Invested:
            return
        
        # Place an order with the default order properties  
        ticket = self.LimitOrder(self.symbol, 1, round(data[self.symbol].Price * .9, 5))
        
        # Update the order
        order_fields = UpdateOrderFields()
        order_fields.Quantity = 2
        order_fields.LimitPrice = round(data[self.symbol].Price * 1.1, 5)
        order_fields.Tag = "Informative order tag"
        response = ticket.Update(order_fields)
        if not self.LiveMode and response.IsSuccess:
            self.Debug('Order updated successfully')