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
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
 
namespace QuantConnect.Algorithm.CSharp
{
    public class VentralTransdimensionalAntennaArray : QCAlgorithm
    {
    	private AverageDirectionalIndex _adx = null;
        private readonly Symbol _btc = QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX);

        public override void Initialize()
        {
			AddCrypto(this._btc, Resolution.Minute, Market.GDAX);
            SetStartDate(2019, 4, 1);  //Set Start Date
            SetCash("USD", 100000, 1);             //Set Strategy Cash
			
			this._adx = ADX(this._btc, 14, Resolution.Minute);    
			SetWarmUp(TimeSpan.FromMinutes(14));
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            // if (!Portfolio.Invested)
            // {
            //    SetHoldings(_spy, 1);
                //Debug("Purchased Stock");
                this._adx.Update(data[_btc]);
                Log(this._adx.ToDetailedString());
            	Log(this._adx.PositiveDirectionalIndex.ToString());	
            //}
        }

    }
}