Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 3.920% Drawdown 34.300% Expectancy 0 Net Profit 4.085% Sharpe Ratio 0.296 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.211 Beta -4.541 Annual Standard Deviation 0.406 Annual Variance 0.165 Information Ratio 0.248 Tracking Error 0.406 Treynor Ratio -0.027 Total Fees $1.00 |
namespace QuantConnect { /* * Basic Template Algorithm * * The underlying QCAlgorithm class has many methods which enable you to use QuantConnect. * We have explained some of these here, but the full base class can be found at: * https://github.com/QuantConnect/Lean/tree/master/Algorithm */ public class BasicTemplateAlgorithm : QCAlgorithm { const string stock = "TSLA"; public override void Initialize() { // backtest parameters SetStartDate(2017, 6, 1); // SetEndDate(DateTime.Now); // cash allocation SetCash(10000); // request specific equities // including forex. Options and futures in beta. AddEquity(stock, Resolution.Daily); //AddForex("EURUSD", Resolution.Minute); } /* * New data arrives here. * The "Slice" data represents a slice of time, it has all the data you need for a moment. */ public override void OnData(Slice data) { // slice has lots of useful information TradeBars bars = data.Bars; Splits splits = data.Splits; Dividends dividends = data.Dividends; //Get just this bar. TradeBar bar; if (bars.ContainsKey(stock)) bar = bars[stock]; if (!Portfolio.HoldStock) { // place an order, positive is long, negative is short. // Order("SPY", quantity); // or request a fixed fraction of a specific asset. // +1 = 100% long. -2 = short all capital with 2x leverage. SetHoldings(stock, 1); // debug message to your console. Time is the algorithm time. // send longer messages to a file - these are capped to 10kb Debug("Purchased stock on " + Time.ToShortDateString()); //Log("This is a longer message send to log."); } } } }