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
-1.281
Probabilistic Sharpe Ratio
0.379%
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
 
namespace QuantConnect.Algorithm.CSharp
{
    public class OandaBrokerageExampleAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetCash(100000);

            SetBrokerageModel(BrokerageName.OandaBrokerage, AccountType.Margin);
            
            _symbol = AddForex("EURUSD", Resolution.Minute).Symbol;
        }

        public override void OnData(Slice data)
        {
            if (Portfolio.Invested)
            {
                return;
            }
            
            // Place an order with the default order properties 
            var ticket = LimitOrder(_symbol, 1, Math.Round(data[_symbol].Price * .9m, 5));
            
            // Update the order
            var orderFields = new UpdateOrderFields { 
                Quantity = 2,
                LimitPrice = Math.Round(data[_symbol].Price * 1.1m, 5),
                Tag = "Informative order tag"
            };
            var response = ticket.Update(orderFields);
            if (!LiveMode && response.IsSuccess)
            {
                Debug("Order updated successfully");
            }
        }
    }
}