Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
NaN
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
NaN
Tracking Error
NaN
Treynor Ratio
NaN
Total Fees
$0.00
 
using AForge;
using AForge.Neuro;
using AForge.Neuro.Learning;
using AForge.Genetic;
using Accord;
using Accord.Math;

namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class NyTest : QCAlgorithm
    {
		private ActivationNetwork ann;
	
		public override void Initialize()
		{
			SetStartDate(2013, 10, 07);
			SetEndDate(2013, 10, 11);
			SetCash(100000);
			AddSecurity (SecurityType.Equity, "SPY", Resolution.Minute);
		}
		
		public void OnData(TradeBars data) {

        }
	}
}