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 -0.151 Tracking Error 0.373 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class NadionCalibratedContainmentField : QCAlgorithm { public override void Initialize() { SetStartDate(2019, 12, 17); //Set Start Date SetCash(100000); //Set Strategy Cash AddForex("EURUSD", Resolution.Daily); AddForex("EURUSD", Resolution.Hour); } /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { foreach (var tradeBar in data.Bars) { if (tradeBar.Value.Period == TimeSpan.FromDays(1)) //&& tradeBar.Value.Time >= StartDate) { Console.WriteLine(tradeBar.Value.Period); Console.WriteLine(tradeBar.Value.Time); } } } } }