Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 336.697% Drawdown 38.100% Expectancy 0 Net Profit 0% Sharpe Ratio 2.03 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 1.164 Beta 0.283 Annual Standard Deviation 0.586 Annual Variance 0.343 Information Ratio 1.863 Tracking Error 0.589 Treynor Ratio 4.198 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// </summary> public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _sym = QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX); /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2015, 10, 07); //Set Start Date SetEndDate(2017, 10, 11); //Set End Date SetCash(100000); //Set Strategy Cash AddCrypto("BTCUSD", Resolution.Hour); } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_sym, 1); Debug("Purchased Stock"); } } } }