Overall Statistics |
Total Trades 1 Average Win 0.00% Average Loss -3.58% Annual Return -4.319% Drawdown 5.900% Expectancy -1.000 Net Profit -3.582% Sharpe Ratio -1.1 Loss Rate 100% Win Rate 0% Profit-Loss Ratio 0.00 Trade Frequency Weekly trades |
using System; using System.Collections; using System.Collections.Generic; namespace QuantConnect { using QuantConnect.Securities; using QuantConnect.Models; public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm { string symbol = "IBM"; public override void Initialize() { SetStartDate(2013, 06, 01); SetEndDate(DateTime.Now.Date.AddDays(-1)); SetCash(30000); AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); SetRunMode(RunMode.Series); } public override void OnTradeBar(Dictionary<string, TradeBar> data) { if (Portfolio.HoldStock == false) { Order(symbol, 50); } } public override void OnEndOfDay() { Debug(Time.Date.ToShortDateString() + " EOD Message."); } } }