Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
29.720%
Drawdown
6.700%
Expectancy
0
Net Profit
0%
Sharpe Ratio
2.46
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.288
Beta
-0.1
Annual Standard Deviation
0.107
Annual Variance
0.011
Information Ratio
0.058
Tracking Error
0.159
Treynor Ratio
-2.629
Total Fees
$1.00
namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	public ExponentialMovingAverage Fast;
    	public ExponentialMovingAverage Slow;
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
            SetStartDate(2013, 01, 01);         
            SetEndDate(2014, 01, 01);
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
            
            Fast = EMA("SPY", 50);
            Slow = EMA("SPY", 200);
            
            // we can 'warm up' our indicators using the history function directly
            
            var history = History("SPY", 250);
            foreach (var tradeBar in history)
            {
            	Fast.Update(tradeBar.EndTime, tradeBar.Close);
            	Slow.Update(tradeBar.EndTime, tradeBar.Close);
            }
            
            // we can also warm up these indicators using the SetWarmup function
            // SetWarmup will pump data through the entire algorithm, including OnData
            // whereas the History function is handled by user code
            //SetWarmup(250); // ask for 250 bars of warmup at registered resolution
            //SetWarmup(TimeSpan.FromDays(3)); // ask for 3 calendar days of warmup
                                               // these are calendar days, so beware of weekends
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {
            if (IsWarmingUp) return;
        	
        	
            if (!Portfolio.HoldStock) 
            {
            	if (Fast.IsReady && Slow.IsReady)
            	{
            	    Debug("Indicators are ready!");
            	}
            	
                int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);
                
                //Order function places trades: enter the string symbol and the quantity you want:
                Order("SPY",  quantity);
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug("Purchased SPY on " + Time.ToShortDateString());
                
                //You can also use log to send longer messages to a file. You are capped to 10kb
                //Log("This is a longer message send to log.");
            }
        }
    }
}