Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.078%
Drawdown
10.600%
Expectancy
0
Net Profit
0.169%
Sharpe Ratio
0.047
Probabilistic Sharpe Ratio
5.943%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.034
Beta
0.221
Annual Standard Deviation
0.075
Annual Variance
0.006
Information Ratio
-1.485
Tracking Error
0.112
Treynor Ratio
0.016
Total Fees
$0.00
 
namespace QuantConnect
{
    public class BuyOneSecurity : QCAlgorithm
    {
        string _ticker = "eurusd";
        private Symbol _symbol;
        private Identity _price;

        public override void Initialize()
        {
            SetStartDate(2011, 12, 1);
            SetEndDate(2014, 2, 1);
            
            SetCash(100000);

            //_symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol;
            _symbol = AddForex(_ticker, Resolution.Minute, Market.FXCM).Symbol;
            _price = Identity(_symbol);
            PlotIndicator($"{_symbol.Value} Price", _price);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings(_symbol, 1);
                Log($"Purchased Security {_symbol.ID}");
            }
        }
        
        public override void OnEndOfAlgorithm()
        {
            Liquidate();
        }
    }
}