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);
        }
    }
}