| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 3.920% Drawdown 34.300% Expectancy 0 Net Profit 4.085% Sharpe Ratio 0.296 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.211 Beta -4.541 Annual Standard Deviation 0.406 Annual Variance 0.165 Information Ratio 0.248 Tracking Error 0.406 Treynor Ratio -0.027 Total Fees $1.00 |
namespace QuantConnect
{
/*
* Basic Template Algorithm
*
* The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
* We have explained some of these here, but the full base class can be found at:
* https://github.com/QuantConnect/Lean/tree/master/Algorithm
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{
const string stock = "TSLA";
public override void Initialize()
{
// backtest parameters
SetStartDate(2017, 6, 1);
// SetEndDate(DateTime.Now);
// cash allocation
SetCash(10000);
// request specific equities
// including forex. Options and futures in beta.
AddEquity(stock, Resolution.Daily);
//AddForex("EURUSD", Resolution.Minute);
}
/*
* New data arrives here.
* The "Slice" data represents a slice of time, it has all the data you need for a moment.
*/
public override void OnData(Slice data)
{
// slice has lots of useful information
TradeBars bars = data.Bars;
Splits splits = data.Splits;
Dividends dividends = data.Dividends;
//Get just this bar.
TradeBar bar;
if (bars.ContainsKey(stock)) bar = bars[stock];
if (!Portfolio.HoldStock)
{
// place an order, positive is long, negative is short.
// Order("SPY", quantity);
// or request a fixed fraction of a specific asset.
// +1 = 100% long. -2 = short all capital with 2x leverage.
SetHoldings(stock, 1);
// debug message to your console. Time is the algorithm time.
// send longer messages to a file - these are capped to 10kb
Debug("Purchased stock on " + Time.ToShortDateString());
//Log("This is a longer message send to log.");
}
}
}
}