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 $0.00 |
namespace QuantConnect { using System.Drawing; public class IndicatorSuiteAlgorithm : QCAlgorithm { string _symbol = "MSFT"; Series srOrder; //Initialize the data and resolution you require for your strategy: public override void Initialize() { //Initialize SetStartDate(2016, 1, 10); SetEndDate(2016, 1, 20); SetCash(25000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, _symbol, Resolution.Second); //Set up Indicators: Chart stockPlot = new Chart("Trade Plot"); srOrder = new Series("Price", SeriesType.Candle, "$", Color.Azure); stockPlot.AddSeries(srOrder); AddChart(stockPlot); } public void OnData(TradeBars data) { var data2 = data[_symbol]; //Debug(string.Format("time={0}, open={1}, close={2}, high={3}, low={4}", Time, data2.Open, data2.Close, data2.High, data2.Low)); srOrder.AddPoint(Time, data2.Price); //Plot("Trade Plot", "Price", data2.Price); } } }