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 -2.789 Tracking Error 0.134 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
namespace QuantConnect { public class AdaptableMagentaGiraffe : QCAlgorithm { public Symbol symbol; public override void Initialize() { SetStartDate(2020, 12, 10); SetCash(100000); DateTime start = new DateTime(2018, 4, 18); var monthTradingdays = TradingCalendar.GetDaysByType(TradingDayType.BusinessDay, start, Time).ToArray(); Quit("Length: " + monthTradingdays.Length); } } }