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
    {
    	string[] _symbols = new string[] {
        	"AUDJPY",
        	"AUDUSD",
        	"EURCHF",
        	"EURGBP",
        	//"EURJPY",
        	"EURUSD",
        	"GBPAUD",
        	"GBPJPY",
        	"GBPUSD",
        	"NZDUSD",
        	"USDCAD",
        	//"USDCHF",
        	//"USDJPY"
        };
            
        public override void Initialize() 
        {
            SetStartDate(2007, 4, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            SetCash(25000);
            
            foreach (var symbol in _symbols) {
            	AddSecurity(SecurityType.Forex, symbol, Resolution.Daily);
            }
        }


        public void OnData(TradeBars data) 
        {   
        	//if (Time.Date != Time) return;
        	
            foreach (var symbol in _symbols) {
            	Plot(symbol, symbol, data[symbol].Close);
            }
        }
    }
}