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 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 BasicTemplateAlgorithm : QCAlgorithm { public TradeBar NoonBar; public override void Initialize() { SetStartDate(2018, 07, 01); SetEndDate(DateTime.Now); SetCash(100000); AddEquity("SPY", Resolution.Minute); } public void OnData(TradeBars data) { Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(12, 00), () => { NoonBar = data["SPY"]; }); if (Time.Hour == 12 && Time.Minute == 15) { Log("Open: " + NoonBar.Open + " High: " + NoonBar.High + " Low: " + NoonBar.Low + " Close: " + NoonBar.Close); } } } }