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 Probabilistic 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 -24.393 Tracking Error 0.098 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp { public class ModulatedQuantumEngine : QCAlgorithm { public override void Initialize() { SetStartDate(2020, 8, 25); SetEndDate(2020, 9, 2); SetCash(10000); AddEquity("TSLA", Resolution.Daily); UniverseSettings.DataNormalizationMode = DataNormalizationMode.SplitAdjusted; Schedule.On(DateRules.On(2020, 8, 31), TimeRules.At(16, 00), () => Debug("TSLA 5:1 split")); } public override void OnData(Slice data) { var vol = Math.Round(Securities["TSLA"].Volume / 1000000); var close = Math.Round(Securities["TSLA"].Close, 2); Debug($"TSLA vol. {vol}M, Close: {close}"); } } }