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 $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class BasicTemplateFrameworkAlgorithm : QCAlgorithmFramework { public override void Initialize() { SetStartDate(2018, 6, 6); //Set Start Date SetEndDate(2018, 12, 6); //Set End Date SetCash(100000); //Set Strategy Cash UniverseSettings.Resolution = Resolution.Minute; var symbols = new[] { QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM) }; SetUniverseSelection( new ManualUniverseSelectionModel(symbols) ); SetAlpha(new MacdAlphaModel(12, 26, 9, MovingAverageType.Simple, Resolution.Hour)); SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel()); SetExecution(new ImmediateExecutionModel()); SetRiskManagement(new MaximumDrawdownPercentPerSecurity(0.1m)); } public override void OnOrderEvent(OrderEvent orderEvent) { if (orderEvent.Status.IsFill()) { // Debug($"Purchased Stock: {orderEvent.Symbol}"); } } } }