Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 0.078% Drawdown 10.600% Expectancy 0 Net Profit 0.169% Sharpe Ratio 0.047 Probabilistic Sharpe Ratio 5.943% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0.034 Beta 0.221 Annual Standard Deviation 0.075 Annual Variance 0.006 Information Ratio -1.485 Tracking Error 0.112 Treynor Ratio 0.016 Total Fees $0.00 |
namespace QuantConnect { public class BuyOneSecurity : QCAlgorithm { string _ticker = "eurusd"; private Symbol _symbol; private Identity _price; public override void Initialize() { SetStartDate(2011, 12, 1); SetEndDate(2014, 2, 1); SetCash(100000); //_symbol = AddEquity(_ticker, Resolution.Daily, Market.USA).Symbol; _symbol = AddForex(_ticker, Resolution.Minute, Market.FXCM).Symbol; _price = Identity(_symbol); PlotIndicator($"{_symbol.Value} Price", _price); } public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_symbol, 1); Log($"Purchased Security {_symbol.ID}"); } } public override void OnEndOfAlgorithm() { Liquidate(); } } }