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 |
using System.Linq; using QuantConnect.Indicators; using QuantConnect.Models; namespace QuantConnect.Algorithm.Examples { public class QCUMovingAverageCross : QCAlgorithm { private string _symbol = "SPY"; private Symbol symbol; private Security sym; private Chart _equityChart; private DateTime StartDay = new DateTime(2020, 3, 30); private DateTime EndDay = new DateTime(2020, 3, 31); private int startCashAmount = 25000; string chartName1 = "Chart_A"; string chartName2 = "Chart_B"; public override void Initialize() { // set up our analysis span SetStartDate(StartDay); SetEndDate(EndDay); SetCash(startCashAmount); //SetBenchmark(time => 25000); sym = AddSecurity(SecurityType.Equity, _symbol, Resolution.Hour); symbol = sym.Symbol; _equityChart = new Chart(chartName1); _equityChart.AddSeries(new Series("Plot_my2", SeriesType.Candle)); AddChart(_equityChart); var myChart = new Chart(chartName2); myChart.AddSeries( new Series("Plot_my1", SeriesType.Candle) ); AddChart( myChart ); } private DateTime previous; bool sl_set=false; public void OnData(Slice data) { // if (!slow.IsReady) return; //if (previous.Date == Time.Date) return; var X = Securities[symbol]; Plot(chartName2, "Plot_my1", X.Close); // Candle _equityChart.Series["Plot_my2"].AddPoint(Time+ TimeSpan.FromMinutes(1), X.Open); _equityChart.Series["Plot_my2"].AddPoint(Time+ TimeSpan.FromMinutes(2), X.High); _equityChart.Series["Plot_my2"].AddPoint(Time+ TimeSpan.FromMinutes(3), X.Low); _equityChart.Series["Plot_my2"].AddPoint(Time+ TimeSpan.FromMinutes(4), X.Close); Log("Open " + X.Open + " High " + X.High + " Low " + X.Low + " Close " + X.Close); } } }