Overall Statistics |
Total Trades 2 Average Win 0% Average Loss -0.55% Compounding Annual Return -93.301% Drawdown 0.600% Expectancy -1 Net Profit -0.554% Sharpe Ratio 0 Loss Rate 100% 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 $23.20 |
public class TradesTime : QCAlgorithm { public override void Initialize() { SetBrokerageModel(BrokerageName.FxcmBrokerage); DateTime start = new DateTime(2017, 05, 12, 7, 30, 00); DateTime end = new DateTime(2017, 05, 12, 8, 00, 00); SetStartDate(start); //Set Start Date SetEndDate(end); //Set End Date SetCash(100000); AddForex("EURUSD", Resolution.Minute, Market.FXCM, true, 10); } public override void OnData(Slice data) { DateTime specificTradeBarTime = new DateTime(2017, 05, 12, 7, 48, 00); int quantity = -290000; TradeBar td = data.Bars["EURUSD"]; decimal stoploss = 1.09174m; decimal profitTarget = 1.08787m; if (td.Time == specificTradeBarTime) { this.MarketOrder("EURUSD", quantity, false, $"Entry"); this.LimitOrder("EURUSD", -quantity, profitTarget, $"Profit Target"); this.StopMarketOrder("EURUSD", -quantity, stoploss, $"Stop Loss"); } } public override void OnOrderEvent(OrderEvent orderEvent) { if (orderEvent.Status == OrderStatus.Filled) { var order = this.Transactions.GetOrderById(orderEvent.OrderId); Debug($"Filled orderId {orderEvent.OrderId}, tag: '{order.Tag}', at (UTC): {orderEvent.UtcTime}"); } } }