Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
NaN
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
NaN
Tracking Error
NaN
Treynor Ratio
NaN
Total Fees
$0.00
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 IWantToTradeBasedOnTheSMAValueEvery4Hours : QCAlgorithm
    {
        
        private string symbol = "SPY";
        private SimpleMovingAverage SMA6;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2015, 01, 01);
            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, symbol, Resolution.Minute);
            SMA6 = SMA(symbol,6, Resolution.Hour);
        }

        //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) 
        {   
            
             //once every 4 hours 
            if (data.Time.TimeOfDay.Hours % 4 == 0 && data.Time.Minute == 0 && data.Time.Second == 0) 
            { 
                // this will fire at 12 and 4pm each day
                Log("its now: " + Convert.ToString(data.Time.Hour));
            } 
            else 
            {
                return;
            }
            
            
            // "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["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.");
            }
            */
        }
    }
}