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
Probabilistic 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
-1.508
Tracking Error
0.328
Treynor Ratio
0
Total Fees
$0.00
 
namespace QuantConnect.Algorithm.CSharp
{
    public class ModulatedParticleEngine : QCAlgorithm
    {
		Symbol pair1;
		Symbol pair2;
		
		Symbol pair3;
		Symbol pair4;
		
        public override void Initialize()
        {
            SetStartDate(2020, 3, 13);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            pair1 = AddForex("GBPPLN", Resolution.Daily, Market.Oanda).Symbol;
        	pair2 = AddForex("EURUSD", Resolution.Daily, Market.FXCM).Symbol;
			
			pair3 = AddForex("AUDCAD", Resolution.Daily, Market.Oanda).Symbol;
			pair4 = AddForex("AUDCAD", Resolution.Daily, Market.FXCM).Symbol;
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (data.ContainsKey(pair1))
            	Plot("FX", "Pair1", data[pair1].Close);
        	if (data.ContainsKey(pair2)) 
            	Plot("FX", "Pair2", data[pair2].Close);
            	
        	if (data.ContainsKey(pair3) && data.ContainsKey(pair4))
        		Log("Has data for both FXCM and Oanda");
        }

    }
}