| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss -38.72% Compounding Annual Return -17.908% Drawdown 57.800% Expectancy -1 Net Profit -38.723% Sharpe Ratio -0.57 Loss Rate 100% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.116 Beta -0.114 Annual Standard Deviation 0.231 Annual Variance 0.054 Information Ratio -1.052 Tracking Error 0.257 Treynor Ratio 1.158 Total Fees $7.00 |
using System.Net;
namespace QuantConnect
{
/*
* QuantConnect University: How to import a remote string dataset for
* training genetic algorithms or trading on a list of trades.
*/
public class StringDataRemoteImport : QCAlgorithm
{
string _symbol = "EURUSD";
string _data = "";
public override void Initialize()
{
SetStartDate(2013, 1, 1);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(100000);
AddSecurity(SecurityType.Forex, _symbol, Resolution.Minute);
}
public void OnData(TradeBars data)
{
//Download your dataset.
if (_data == string.Empty)
{
using(var wc = new WebClient())
{
//Point the web client to your own data store.
_data = wc.DownloadString("https://www.google.com");
}
}
if (!Portfolio.HoldStock)
{
SetHoldings(_symbol, 0.05);
}
}
}
}