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 { /* * Basic Template Algorithm * * The underlying QCAlgorithm class has many methods which enable you to use QuantConnect. * We have explained some of these here, but the full base class can be found at: * https://github.com/QuantConnect/Lean/tree/master/Algorithm */ public class BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize() { // backtest parameters SetStartDate(2017, 8, 22); SetEndDate(2017, 8, 23); // cash allocation SetCash(25000); // request specific equities // including forex. Options and futures in beta. AddEquity("SPY", Resolution.Minute); //AddForex("EURUSD", Resolution.Minute); AddUniverse(Universe.DollarVolume.Top(50)); SetWarmup(10); } /* * New data arrives here. * The "Slice" data represents a slice of time, it has all the data you need for a moment. */ public override void OnData(Slice data) { foreach (var universe in UniverseManager.Values) { // User defined universe has symbols from AddSecurity/AddEquity calls if (universe is UserDefinedUniverse) { continue; } var symbols = universe.Members.Keys; foreach (Symbol symbol in symbols){ Debug(symbol); } if (IsWarmingUp) return; } } } }