Overall Statistics
Total Trades
1
Average Win
6.97%
Average Loss
0%
Compounding Annual Return
4.609%
Drawdown
14.500%
Expectancy
0
Net Profit
6.969%
Sharpe Ratio
0.347
Loss Rate
0%
Win Rate
100%
Profit-Loss Ratio
0
Alpha
0.066
Beta
-0.057
Annual Standard Deviation
0.173
Annual Variance
0.03
Information Ratio
-0.182
Tracking Error
0.211
Treynor Ratio
-1.05
Total Fees
$2.00
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 buy_short_hold_limit_orderAlgorithm : QCAlgorithm
    {
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			// Code Automaticly Generated  
			AddSecurity(SecurityType.Equity, "GOOG", Resolution.Minute);
			
			
            //Start and End Date range for the backtest:
            SetStartDate(2014, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //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);
        }

        //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) 
        {   
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
            
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data["GOOG"].Close);
                 float closeprice = (float)data["GOOG"].Close;
                  Console.WriteLine(closeprice);
                
                //Order function places trades: enter the string symbol and the quantity you want:
               if(closeprice<450)
               
               { Order("GOOG", quantity);}
               
               else 
               { Order("GOOG", -quantity);}
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug("Purchased GOOG 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.");
            }
        }
    }
}