| 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp
{
public class QuantumHorizontalContainmentField : QCAlgorithm
{
public SimpleMovingAverage SMA20;
public SimpleMovingAverage SMA50;
public Symbol Symbol;
public int dayNumber = 0;
public override void Initialize()
{
SetStartDate(2019, 1, 3);
SetEndDate(2019, 3, 10);
SetCash(1000000);
string ticker = "GOOG";
Symbol = Symbol.Create(ticker, SecurityType.Equity, Market.USA);
EnableAutomaticIndicatorWarmUp = true;
AddEquity(ticker, Resolution.Minute);
SMA20 = SMA(Symbol, 20, Resolution.Daily);
SMA50 = SMA(Symbol, 50, Resolution.Daily);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
if(Time.DayOfYear > dayNumber)
{
dayNumber = Time.DayOfYear;
Plot("SMA20", SMA20);
Plot("SMA50", SMA50);
}
}
}
}