Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return -23.511% Drawdown 8.100% Expectancy 0 Net Profit 0% Sharpe Ratio -2.436 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0.084 Annual Variance 0.007 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 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 BasicTemplateAlgorithm : QCAlgorithm { private Symbol _symbol = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda); //Initialize the data and resolution you require for your strategy: public override void Initialize() { //Start and End Date range for the backtest: SetStartDate(2016, 11, 1); SetEndDate(DateTime.Now.Date.AddDays(-1)); //Cash allocation SetCash(25000); // Set brokerage to Oanda SetBrokerageModel(BrokerageName.OandaBrokerage); // Set benchmark to zero SetBenchmark(time => 25000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(_symbol.ID.SecurityType, _symbol, Resolution.Minute); //SetWarmup(TimeSpan.FromMinutes(30)); } //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) { // "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[_symbol].Close); //Order function places trades: enter the string symbol and the quantity you want: Order(_symbol, quantity); //Debug sends messages to the user console: "Time" is the algorithm time keeper object Debug(string.Format("Purchased {0} on {1}", _symbol.Value, 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."); Log("FeeModel " + Securities[_symbol].FeeModel); Log("Brokerage " + BrokerageModel); } Notify.Email("alex@QuantConnect.com","Test", "Close :" + data[_symbol].Close); Plot(_symbol, "Price", data[_symbol].Close); } } }