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
/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using QuantConnect.Data.Market;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Algorithm demonstrating custom charting support in QuantConnect.
    /// The entire charting system of quantconnect is adaptable. You can adjust it to draw whatever you'd like.
    /// Charts can be stacked, or overlayed on each other. Series can be candles, lines or scatter plots.
    /// Even the default behaviours of QuantConnect can be overridden.
    /// </summary>
    /// <meta name="tag" content="charting" />
    /// <meta name="tag" content="adding charts" />
    /// <meta name="tag" content="series types" />
    /// <meta name="tag" content="plotting indicators" />
    public class CustomChartingAlgorithm : QCAlgorithm
    {

        /// <summary>
        /// Called at the start of your algorithm to setup your requirements:
        /// </summary>
        public override void Initialize()
        {
            //Set the date range you want to run your algorithm:
            SetStartDate(2015,1,1);
            SetEndDate(2015,1,31);

            //Set the starting cash for your strategy:
            SetCash(100000);

            //Add any stocks you'd like to analyse, and set the resolution:
            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Hour);

            var myChart = new Chart("Chart1");
            
            var mySeries = new Series("Series1", SeriesType.Candle);
            
            myChart.AddSeries( mySeries );
            
            AddChart( myChart );
        }


        /// <summary>
        /// On receiving new tradebar data it will be passed into this function. The general pattern is:
        /// "public void OnData( CustomType name ) {...s"
        /// </summary>
        /// <param name="data">TradeBars data type synchronized and pushed into this function. The tradebars are grouped in a dictionary.</param>
        public void OnData(TradeBars data)
        {
            var _lastPrice = data["SPY"].Close;

            Plot("Chart1", "Series1", _lastPrice);
        }
    }
}