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
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
{
    /// <summary>
    /// Simple indicator demonstration algorithm of MACD
    /// </summary>
    public class MACDTest : QCAlgorithm
    {
        private MovingAverageConvergenceDivergence _macd;
        private readonly string _spy = "SPY";

        public override void Initialize()
        {
            SetStartDate(2019, 02, 07);
            SetEndDate(2019, 02, 08);

            AddSecurity(SecurityType.Equity, _spy, Resolution.Minute);

            // define our hourly macd(12,26) with a 9 day signal
            _macd = MACD(_spy, 12, 26, 9, MovingAverageType.Exponential, Resolution.Minute);
        
        }
        
        public void OnData(TradeBars data)
        {
            if (!_macd.IsReady) return;
            
            
        Debug("MACD: "+ _macd.Histogram);
        
        }
    }
}