Overall Statistics |

Total Trades 8 Average Win 0% Average Loss 0.00% Compounding Annual Return -0.582% Drawdown 0.000% Expectancy -1 Net Profit -0.008% Sharpe Ratio -20.494 Loss Rate 100% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.003 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -4.166 Tracking Error 0.175 Treynor Ratio 17.7 Total Fees $8.00 |

/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using QuantConnect.Data; namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Basic template algorithm simply initializes the date range and cash /// </summary> public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA); /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(2013, 10, 11); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data AddEquity("SPY", Resolution.Daily); } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { if (!Portfolio.Invested) { Buy(_spy,1); } } public override void OnEndOfDay() { Sell(_spy,1); } } }