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 $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class TachyonHorizontalRegulators : QCAlgorithm { private Symbol _symbol; private decimal _historicalHigh = 0; public override void Initialize() { SetStartDate(2017, 1, 1); //Set Start Date SetCash(100000); //Set Strategy Cash // Add Our Equity _symbol = AddEquity("TSLA", Resolution.Daily).Symbol; // Define our Indicator for daily high var high = Identity(_symbol, Resolution.Daily, Field.High); high.Updated += (s,e) => { if (e > _historicalHigh) { _historicalHigh = e; Debug($"New high for {_symbol} of {_historicalHigh} was reached on {Time}"); } }; } } }