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 CustomChartingAlgorithm : QCAlgorithm { string ticker = "SPY"; public override void Initialize() { SetStartDate(2016, 1, 4); SetEndDate(StartDate.AddDays(1)); AddSecurity(SecurityType.Equity, ticker, Resolution.Hour); var assets = new Chart(ticker); assets.AddSeries(new Series("Open", SeriesType.Scatter)); assets.AddSeries(new Series("High", SeriesType.Scatter)); assets.AddSeries(new Series("Low", SeriesType.Scatter)); assets.AddSeries(new Series("Close", SeriesType.Scatter)); AddChart(assets); } public void OnData(TradeBars data) { if (!data.ContainsKey(ticker)) return; var bar = data[ticker]; Debug(Time + " -> " + bar.Price); Plot(ticker, "Open", bar.Open); Plot(ticker, "High", bar.High); Plot(ticker, "Low", bar.Low); Plot(ticker, "Close", bar.Close); } } }