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Please assist me in using the template below to code first algorithm.

I would like to use the template below to show what would have happened if I had done the following:

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 BasicTemplateAlgorithm : QCAlgorithm
{
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{

//Start and End Date range for the backtest:
SetStartDate(2013, 1, 1);
SetEndDate(DateTime.Now.Date.AddDays(-1));

//Cash allocation
SetCash(25000);

//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
}

//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
{
// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
//
// e.g. data["MSFT"] data["GOOG"]

if (!Portfolio.HoldStock)
{
int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order("SPY", quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased SPY on " + Time.ToShortDateString());

//You can also use log to send longer messages to a file. You are capped to 10kb
//Log("This is a longer message send to log.");
}
}
}
}

 

Update Backtest








I would like to use the template below to show what would have happened if I had done the following:

Open with 100 shares of AAL, SRPT, GT at the mark price at open.

Exit at the 10/30 EMA cross when the 10 period had crossed below the 30 period.

Assistance is greatly appreciated.

1

Update Backtest





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