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
-30.002
Tracking Error
0.102
Treynor Ratio
0
Total Fees
$0.00
 
namespace QuantConnect.Algorithm.CSharp
{
    public class Test1 : QCAlgorithm
    {
        Symbol _symbol;
        MovingAverageConvergenceDivergence _macd;
        public override void Initialize()
		{
			SetStartDate(2010,1,1);
			SetEndDate(2010,1,10);
			            
			SetCash(1000);
			            
			var security = AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
			security.SetDataNormalizationMode(DataNormalizationMode.Raw);
			
			_symbol = security.Symbol;
			            
			_macd = MACD("SPY", 12, 26, 9, MovingAverageType.Exponential, Resolution.Minute, Field.Close);
			            
			SetWarmUp(26, Resolution.Minute);
						
		}

        /// 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(IsWarmingUp) return;
			if(!_macd.IsReady) return;
			
			if (data.ContainsKey(_symbol))	        	
				Plot("Custom", "SPY", data[_symbol].Close);
			Plot("Custom", "MACD Value", _macd.Current.Value);
			Plot("Custom", "MACD Signal", _macd.Signal);
        }
    }
}