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 { public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _symbol; private OrderTicket _ticket; public override void Initialize() { SetStartDate(2017, 2, 1); _symbol = AddEquity("CHTR", Resolution.Minute).Symbol; } public void OnData(TradeBars data) { if (_ticket == null) { var target = data[_symbol].Value * 1.01m; _ticket = LimitOrder(_symbol, 100, target); Log(Time +" -> Current: "+ data[_symbol].Value + " Target: " + target); Log(_ticket.ToString()); } } public override void OnOrderEvent(OrderEvent orderEvent) { Log(orderEvent.ToString()); if (orderEvent.Status == OrderStatus.Submitted) { var ticket = Transactions.GetOrderTicket(orderEvent.OrderId); ticket.Cancel(); } } } }