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 BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize() { SetBenchmark(dt => 1m); SetStartDate(2017, 10, 07); SetEndDate(2017, 10, 11); var btcusd = AddCrypto("BTCUSD", Resolution.Hour); var securityVolume = new Identity("security-volume"); var tradeBarVolume = Identity("BTCUSD", Field.Volume, "trade-bar-volume"); tradeBarVolume.Updated += (sender, args) => securityVolume.Update(args.EndTime, btcusd.Volume); PlotIndicator("BTCUSD", tradeBarVolume, securityVolume); } public override void OnData(Slice data) { } } }