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 { public class MultiSymbolAlgorithm : QCAlgorithm { List<string> _symbols = new List<string> { "IBM", "SPY", "AAPL" }; public override void Initialize() { SetStartDate(2013, 1, 1); SetEndDate(DateTime.Now.Date.AddDays(-1)); SetCash(25000); foreach (var symbol in _symbols) { AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); } } public override void OnData(Slice data) { foreach (var bar in data.Bars) { //Every symbols bar will appear here every minute. } } } }