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 $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class DynamicTachyonContainmentField : QCAlgorithm { IchimokuKinkoHyo _ichimoku; public override void Initialize() { SetStartDate(2018, 12, 9); //Set Start Date SetEndDate(2018, 12, 28); SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Daily); _ichimoku = ICHIMOKU("SPY", 9, 26, 26, 52, 26, 26); SetWarmUp(100); } /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { if (!IsWarmingUp && _ichimoku.IsReady){ Log($"Tenkan: {_ichimoku.Tenkan}, Kijun: {_ichimoku.Kijun}"); } } } }