| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000 End Equity 100000 Net Profit 0% Sharpe Ratio 0 Sortino 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 -1.792 Tracking Error 0.106 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
#region imports
using QuantConnect.Indicators;
using QuantConnect.Data;
using QuantConnect.Storage;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
public class ObjectStoreChartingAlgorithm : QCAlgorithm
{
private SimpleMovingAverage _sma;
private string _content;
public override void Initialize()
{
SetStartDate(2023, 1, 1); //Set Start Date
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Minute);
_sma = SMA("SPY", 22);
}
public override void OnData(Slice data)
{
_content += $"{_sma.Current.EndTime},{_sma}\n";
}
public override void OnEndOfAlgorithm()
{
ObjectStore.Save("sma_values_csharp", _content);
}
}
}