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 CustomChartingAlgorithm : QCAlgorithm { decimal lastOpenPrice = 0; decimal lastClosePrice = 0; ExponentialMovingAverage EMAFast; ExponentialMovingAverage EMASlow; DateTime startDate = new DateTime(2017, 7, 1); DateTime endDate = new DateTime(2017, 7, 20); public override void Initialize() { SetStartDate(startDate); SetEndDate(endDate); SetCash(100000); AddForex("EURUSD", Resolution.Hour); Chart stockPlot = new Chart("Hello"); //He is shy. Series assetOpenPrice = new Series("Open", SeriesType.Scatter, 0); Series assetClosePrice = new Series("Close", SeriesType.Scatter, 0); Series fastMA = new Series("FastMA", SeriesType.Line, 0); Series slowMA = new Series("SlowMA", SeriesType.Line, 0); EMAFast = EMA("EURUSD", 9); EMASlow = EMA("EURUSD", 90); stockPlot.AddSeries(assetOpenPrice); stockPlot.AddSeries(assetClosePrice); stockPlot.AddSeries(fastMA); stockPlot.AddSeries(slowMA); AddChart(stockPlot); //I invited him, he didn't answer and didn't show up either. } public void OnData(QuoteBars data) { lastOpenPrice = data["EURUSD"].Open; lastClosePrice = data["EURUSD"].Close; PlotAll(); } public override void OnEndOfDay() { //PlotAll(); } private void PlotAll() { Plot("Hello", "Open", lastOpenPrice); Plot("Hello", "Close", lastClosePrice); if (EMASlow.IsReady) { Plot("Hello", "FastMA", EMAFast); Plot("Hello", "SlowMA", EMASlow); } } } }