Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// </summary> public class TestOanda : QCAlgorithm { //Set up the SMA class SimpleMovingAverage sma; decimal price; decimal smad; /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2013, 10, 10); //Set Start Date SetEndDate(2013, 10, 11); //Set End Date // SetCash(100000); //Set Strategy Cash AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Hour); sma=SMA("EURUSD", 10,Resolution.Hour); // There are other assets with similar methods. See "Selecting Options" etc for more details. // AddFuture, AddForex, AddCfd, AddOption } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public void OnData(TradeBars data) { // if(sma.IsReady) return; price= Securities["EURUSD"].Close; Log("Value of sma is" + sma +" and price is"+ price + "Difference is---" + (sma.Minus(price))); } } }