Hey Chris, I've never delved into Forex trading but it looks like this is just a basic limit buy order followed by a limit sell order. A very crude implementation on Quantopian with regular stocks would be something like this:

def initialize(context):  
    context.limit_active = False  
    context.stock = sid(14848)  
    context.limit_buy = 15.05  
    context.limit_sell = 15.30  
    context.num_shares = 1000

def handle_data(context, data):  
    current_price = data[context.stock].price  
    if not context.limit_active and current_price <= context.limit_buy:  
        order(context.stock, context.num_shares)  
        log.info("%s shares of Yahoo bought" % context.num_shares)  
        context.limit_active = True  
    if context.limit_active and current_price >= context.limit_sell:  
        order(context.stock, -context.num_shares)  
        log.info("%s shares of Yahoo sold" % -context.num_shares)  
        context.limit_active = False  

This just orders some shares when the price drops below a certain price and then resells them once it rises above a different price.

Hi Grant,

Thanks for the help! However I would need to tweak it just a bit. Instead of the first limit buy....it would be more of a pending order for the second part which would be the limit buy or sell. For example:

If price = 92.50
Then Buy @ 92.30

Or

If price = 92.50
Sell @ 92.70

The Sell or buy would differ each time being higher or lower than "pending" price (92.50)

Could I tweak the above to compensate for this ?