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 { public class BasicForex : QCAlgorithm { public override void Initialize() { SetStartDate(2015, 1, 1); SetEndDate(DateTime.Now); SetCash(25000); // AddEquity("SPY", Resolution.Minute); AddForex("EURUSD", Resolution.Minute); // Schedule.On(DateRules.EveryDay(), TimeRules.BeforeMarketClose("EURUSD", 5), OnBeforeClose); Schedule.On(DateRules.EveryDay(), TimeRules.At(15, 55), DailyAction); } public void DailyAction() { var security = Securities["EURUSD"]; Log("Fired at: " + Time + ", Price: " + security.Price); } public override void OnData(Slice data) { } } }