Overall Statistics
Total Trades
4
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic 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
$396.75
Estimated Strategy Capacity
$260000.00
Lowest Capacity Asset
SSP R735QTJ8XC9X
 
using QuantConnect.Algorithm.Framework.Execution;

namespace QuantConnect.Algorithm.CSharp
{
    public class EnergeticBlackDog : QCAlgorithm
    {
    	string symbol = "SSP";
    	
        public override void Initialize()
        {
            SetStartDate(2007, 2, 2);
            SetEndDate(2007, 2, 5);
            SetCash(100000);
            AddEquity(symbol, Resolution.Minute);
            
            SetExecution(new SpreadExecutionModel(0.001m));
        }

        public override void OnData(Slice data)
        {
        	var bar = data.Bars[symbol];
        	
            if (!Portfolio.Invested && bar.EndTime.Hour != 16)
            {
                SetHoldings(symbol, 1);
            }
            
            else if (bar.EndTime.Hour == 15 && bar.EndTime.Minute == 59)
            {
            	Liquidate();
            }
        }
    }
}