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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class QuantumHorizontalContainmentField : QCAlgorithm { public SimpleMovingAverage SMA20; public SimpleMovingAverage SMA50; public Symbol Symbol; public int dayNumber = 0; public override void Initialize() { SetStartDate(2019, 1, 3); SetEndDate(2019, 3, 10); SetCash(1000000); string ticker = "GOOG"; Symbol = Symbol.Create(ticker, SecurityType.Equity, Market.USA); EnableAutomaticIndicatorWarmUp = true; AddEquity(ticker, Resolution.Minute); SMA20 = SMA(Symbol, 20, Resolution.Daily); SMA50 = SMA(Symbol, 50, Resolution.Daily); } /// 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(Time.DayOfYear > dayNumber) { dayNumber = Time.DayOfYear; Plot("SMA20", SMA20); Plot("SMA50", SMA50); } } } }