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 |
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 { public override void Initialize() { SetStartDate(new DateTime(2016, 10, 1)); SetEndDate(new DateTime(2016, 11, 1)); SetCash(25000); UniverseSettings.Resolution = Resolution.Hour; AddUniverse(coarse => { return (from c in coarse where c.Price > 10 orderby c.DollarVolume descending select c.Symbol).Take(50); }); } public void OnData(TradeBars data) { Console.WriteLine("Entering OnData with " + data.Count + " equities"); } } }