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 |
using System; using System.Collections.Generic; using System.Linq; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Orders; using QuantConnect.Interfaces; namespace QuantConnect.Algorithm.CSharp { public class BasicTemplateOptionsAlgorithm : QCAlgorithm { public override void Initialize() { SetStartDate(2013, 10, 8); //Set Start Date SetEndDate(2013, 10, 18); //Set End Date SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Minute); var consolidator = new TradeBarConsolidator(15); var SMA = new SimpleMovingAverage(10); RegisterIndicator("SPY", SMA, consolidator); SubscriptionManager.AddConsolidator("SPY", consolidator); History(TimeSpan.FromMinutes(15 * 140), Resolution.Minute).PushThroughConsolidators(symbol => { return consolidator; }); Log("SMA "+SMA.ToString()); if (SMA.IsReady){ PlotIndicator("SMA", SMA); } } } }