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 BasicTemplateAlgorithm : QCAlgorithm { private string Symbol = "EURUSD"; public override void Initialize() { SetStartDate(2014, 5, 2); //Set Start Date SetEndDate(2014, 5, 3); //Set End Date SetCash(100000); //Set Strategy Cash AddSecurity(SecurityType.Forex, Symbol, Resolution.Tick); var history = History(Symbol, 3, Resolution.Minute).ToList(); foreach(var i in history) { Console.WriteLine(i.Open); } } //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol. public void OnData(TradeBars data) { } } }