Does anybody knows of any simple sample for FXCM to help me to start ? C# or F# is good ....
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Does anybody knows of any simple sample for FXCM to help me to start ? C# or F# is good ....
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Jonas Vachal
The university is full of templates that can get you started with the framework.
If you are looking for a strategy to model to get your feet wet with the framework itself I might recommend trying a simple MA crossover as it will get you familiar with the concept of "history" and the RollingWindow object.
Spejbl Hurvinek
Thanks Jonas,
I am looking for example at how do I get a "usable maintenance margin %" in FXCM as opposed to a "usable margin %" ..... Any tricks I should know
Alexandre Catarino
Is the percentage related to what? Initial capital?
We can get a security maintainance margin (nominal), using the ISecurityMarginModel.GetMaintenanceMargin method:
private Security _security; public override void Initialize() { _security = AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute); } public void OnData(TradeBars data) { var maintenanceMargin = _security.MarginModel.GetMaintenanceMargin(_security); }
Spejbl Hurvinek
Thanks, will try...I am completely new to this and I really appreciate any help .
Alexandre Catarino
Please checkout the docs, especially QuantConnect University examples.
There are good examples in this forum too.
If you do not find what you need, please ask and the community will certainly help you.
Spejbl Hurvinek
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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