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 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    class MyBrokerage: InteractiveBrokersBrokerageModel{
    	
    }
    
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	public string[] Symbols = {"EURUSD", "EURJPY", "USDJPY"};
    	public Resolution _dataresolution = Resolution.Tick;
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			
			
            //Start and End Date range for the backtest:
            SetStartDate(DateTime.Now.Date.AddDays(-2));         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(10000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            foreach( var symbol in Symbols)
            {
            	AddForex(symbol,_dataresolution, Market.FXCM);
            }
            ///AddForex(string ticker, Resolution resolution = Resolution.Minute, string market = Market.FXCM, bool fillDataForward = true, decimal leverage = 0m)
        }

        //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) 
        {   
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
            
            var eurusdclose = data["EURUSD"].Close;
            var eurjpyclose = data["USDJPY"].Close;
            var  usdjpyclose = data["USDJPY"].Close;
            var conversion = (eurusdclose * (1/eurjpyclose) * usdjpyclose) - 1.002m;
			if( conversion > 0){
				Console.WriteLine("now");
				
			}

        }
        
    }
}