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); } } }