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.Algorithm.CSharp { public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _spy = QuantConnect.Symbol.Create("SPA", SecurityType.Equity, Market.USA); private SimpleMovingAverage _sma; public override void Initialize() { SetStartDate(2018, 4, 4); //Set Start Date SetEndDate(2018, 6, 6); //Set End Date SetCash(100000); //Set Strategy Cash AddEquity("SPA", Resolution.Daily); _sma = SMA("SPA", 14, Resolution.Daily, x => ((TradeBar)x).Volume); } public override void OnData(Slice data) { if (_sma.IsReady) { Debug(_sma.Current.Value); } } } }