Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-37.812%
Drawdown
2.800%
Expectancy
0
Net Profit
-1.933%
Sharpe Ratio
-4.701
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.596
Beta
-58.106
Annual Standard Deviation
0.086
Annual Variance
0.007
Information Ratio
-4.879
Tracking Error
0.087
Treynor Ratio
0.007
Total Fees
$1.79
 
namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            SetStartDate(2018, 6, 15);  //Set Start Date
            SetEndDate(2018, 6, 29);    //Set End Date
            SetCash(100000);            //Set Strategy Cash
            AddEquity("SPY", Resolution.Daily, Market.USA, true, 0, true);
            Securities["SPY"].SetDataNormalizationMode(DataNormalizationMode.Raw);
        }

        public void OnData(TradeBars data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
                Debug("Purchased Stock");
            }
            foreach (var x in data)
            {
	            var bar = x.Value;
	            Plot( "Trade Plot", "Close", bar.Close );
	            Plot( "Volume Plot", "Volume", bar.Volume ) ;
	            var startTime = bar.EndTime - bar.Period;
	            Debug("startTime: " + startTime + ", close: " + bar.Close + ", Volume: " +bar.Volume);
            }
        }
    }
}