Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
21.705%
Drawdown
7.400%
Expectancy
0
Net Profit
0%
Sharpe Ratio
1.795
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.213
Beta
-0.059
Annual Standard Deviation
0.112
Annual Variance
0.013
Information Ratio
-0.069
Tracking Error
0.162
Treynor Ratio
-3.397
Total Fees
$1.00
namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
            SetStartDate(2013, 1, 1);         
            SetEndDate(2015, 1, 1);
            SetCash(25000);
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Daily);
            
            var price = Identity("SPY");
            var fast = EMA("SPY", 7);
			var slow = EMA("SPY", 14);
			PlotIndicator("SPY", price, fast, slow);
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {
            if (!Portfolio.HoldStock) 
            {
            	SetHoldings("SPY", 1.0);
            }
        }
    }
}