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 Estimated Strategy Capacity $0 Lowest Capacity Asset |
using QuantConnect.Data; using QuantConnect.Data.Consolidators; using QuantConnect.Data.Market; using QuantConnect.Indicators; using System; namespace QuantConnect.Algorithm.CSharp { public class EMACross2 : QCAlgorithm { private string _symbol = "IBM"; public override void Initialize() { SetStartDate(2013, 10, 07); // Set Start Date SetEndDate(2013, 10, 08); // Set Start Date SetCash(100000); // Set Strategy Cash SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw)); AddEquity(_symbol, Resolution.Minute); } /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { if (!data.Bars.TryGetValue(_symbol, out var bar)) { return; } Debug($"Processing {bar}"); } } }