Overall Statistics
class TransdimensionalDynamicThrustAssembly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 5, 1)  # Set Start Date
        self.SetEndDate(2019, 5, 3) # Set End Date
        self.SetCash(1000) # Set Strategy Cash
            # request forex data
        self.AddForex("NZDUSD", Resolution.Minute, Market.Oanda)
            # set brokerage model
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
            # schedule an event to fire at a specific date/time
        self.Schedule.On(self.DateRules.On(2019, 5, 1), self.TimeRules.At(00, 45), self.SpecificTime)    

    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    '''
               
        
        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)

    def SpecificTime(self):
        self.StopMarketOrder("NZDUSD", 50, 0.66770)
        self.StopMarketOrder("NZDUSD", -200, 0.66459)