Overall Statistics |
Total Trades 1 Average Win 0% Average Loss -38.72% Compounding Annual Return -17.908% Drawdown 57.800% Expectancy -1 Net Profit -38.723% Sharpe Ratio -0.57 Loss Rate 100% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.116 Beta -0.114 Annual Standard Deviation 0.231 Annual Variance 0.054 Information Ratio -1.052 Tracking Error 0.257 Treynor Ratio 1.158 Total Fees $7.00 |
using System.Net; namespace QuantConnect { /* * QuantConnect University: How to import a remote string dataset for * training genetic algorithms or trading on a list of trades. */ public class StringDataRemoteImport : QCAlgorithm { string _symbol = "EURUSD"; string _data = ""; public override void Initialize() { SetStartDate(2013, 1, 1); SetEndDate(DateTime.Now.Date.AddDays(-1)); SetCash(100000); AddSecurity(SecurityType.Forex, _symbol, Resolution.Minute); } public void OnData(TradeBars data) { //Download your dataset. if (_data == string.Empty) { using(var wc = new WebClient()) { //Point the web client to your own data store. _data = wc.DownloadString("https://www.google.com"); } } if (!Portfolio.HoldStock) { SetHoldings(_symbol, 0.05); } } } }