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 $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class TransdimensionalVentralFlange : QCAlgorithm { IEnumerable<Symbol> MyCoarseFilterFunction(IEnumerable<CoarseFundamental> coarse) { var stocks = (from c in coarse where c.DollarVolume > 3000000 && c.Price > 15 orderby c.DollarVolume descending select c.Symbol).Take(1).ToList(); return stocks; } Symbol symbol; public override void Initialize() { SetStartDate(2019, 9, 10); //Set Start Date SetEndDate(2019, 9, 11); //Set Start Date SetCash(100000); //Set Strategy Cash symbol = AddEquity("SPY", Resolution.Minute).Symbol; //UniverseSettings.Resolution = Resolution.Minute; //AddUniverse(MyCoarseFilterFunction); } /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { Debug($" Data Contains Symbol: {data.ContainsKey(symbol)}"); Debug($" Data Contains Ticker: {data.ContainsKey(symbol.Value)}"); foreach(var symbol in data.Keys){ Debug($"Symbol: {symbol}, Data Contains Symbol?: {data.ContainsKey(symbol)} --- Ticker: {symbol.Value}, Data Contains Ticker?: {data.ContainsKey(symbol.Value)}"); } } public override void OnSecuritiesChanged(SecurityChanges changes) { Debug($"Main->OnSecuritiesChanged({changes.RemovedSecurities.Count}), RemovedSecurities: "+string.Join(",", changes.RemovedSecurities.Select(x => x.Symbol.Value))); Debug($"Main->OnSecuritiesChanged({changes.AddedSecurities.Count}), AddedSecurities: "+string.Join(",", changes.AddedSecurities.Select(x => x.Symbol.Value))); foreach (var removed in changes.RemovedSecurities) { } foreach (var added in changes.AddedSecurities) { } } } }