| 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 $0.00 |
namespace QuantConnect.Algorithm.CSharp
{
public class TachyonHorizontalRegulators : QCAlgorithm
{
private Symbol _symbol;
private decimal _historicalHigh = 0;
public override void Initialize()
{
SetStartDate(2017, 1, 1); //Set Start Date
SetCash(100000); //Set Strategy Cash
// Add Our Equity
_symbol = AddEquity("TSLA", Resolution.Daily).Symbol;
// Define our Indicator for daily high
var high = Identity(_symbol, Resolution.Daily, Field.High);
high.Updated += (s,e) =>
{
if (e > _historicalHigh)
{
_historicalHigh = e;
Debug($"New high for {_symbol} of {_historicalHigh} was reached on {Time}");
}
};
}
}
}