hi, I'm new here and excited to find a platform supporting forex backtest. But I'm still not able to figure out how to implement backtest here. Now I'm using R to do algo trading in my own computer and OANDA provides API for it. Now I plan to change R to python and do the backtesting here, but I'm confused how to implement those function which i'm currently using in R. For example, there is a 'getTrades' function of Oanda API and kinds of detail information(size, profit, distance, etc.) of each open order can be obtained by this. So I just wonder how to implement the similar function when I back test in Quantconnect. Is there any relevant help document? Thanks!
JayJayD
Hi Wang Chengkun
Check the docs and once you get a glimpse of how Lean works, you can check the mor advanced Combining Mean Reversion and Momentum in the Foreign Exchange Markets tutorial.
Wang Chengkun
Thanks JayJayD
Wang Chengkun
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