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
 
import numpy as np

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018,3, 8)  #Set Start Date
        self.SetEndDate(2018,3,31)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash

        self.SetTimeZone('Europe/London')
        
        self.AddForex('EURGBP', Resolution.Hour)
    def OnData(self, data):
        self.Log('London time >> ' + str(self.Time))
        self.Log('QutoeBar time >>> ' + str(data['EURGBP'].EndTime))
        self.Log(' ')