Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 19.839% Drawdown 12.600% Expectancy 0 Net Profit 0% Sharpe Ratio 1.224 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.188 Beta 0.018 Annual Standard Deviation 0.156 Annual Variance 0.024 Information Ratio 0.213 Tracking Error 0.19 Treynor Ratio 10.483 Total Fees $1.00 |
namespace QuantConnect { public class QCUParameterizedAlgorithm : QCAlgorithm { //Parameter attribute can be applied to any variable in the algorithm. //If no parameter is set, it uses the default specified here (2013). [Parameter("StartDate")] public DateTime StartDateParameter = new DateTime(2013, 1, 1); [Parameter("EndDate")] public DateTime EndDateParameter = new DateTime(2014, 1, 1); [Parameter] public string Ticker; //By default we use the name of the property if no name specified. [Parameter] public decimal StartingCash = 25000; // Initialize the algorithm using our parameters public override void Initialize() { Resolution res = Resolution.Minute; if (LiveMode) res = Resolution.Second; //Using parameters for starting cash SetCash(StartingCash); //Using parameters for start and end date SetStartDate(StartDateParameter); SetEndDate(EndDateParameter); AddSecurity(SecurityType.Equity, Ticker, res); } public void OnData(TradeBars data) { if (!Portfolio.HoldStock) { Debug("STARTING CASH PARAMETER: " + StartingCash); Debug("STARTING DATE PARAMETER: " + StartDateParameter); Debug("ENDING DATE PARAMETER: " + EndDateParameter); Order(Ticker, 100); } } } }