Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
3.160%
Drawdown
1.500%
Expectancy
0
Net Profit
0%
Sharpe Ratio
1.543
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.164
Annual Standard Deviation
0.016
Annual Variance
0
Information Ratio
-1.606
Tracking Error
0.083
Treynor Ratio
0.153
Total Fees
$1.00
 
package QuantConnect;
import cli.System.Decimal;
import cli.QuantConnect.*;
import cli.QuantConnect.Data.*;
import cli.QuantConnect.Algorithm.*;
import cli.QuantConnect.Brokerages.*;
import cli.QuantConnect.Securities.*;
import java.lang.reflect.Method;

/*
*   QuantConnect University: Strategy Example: Basic Template 
*   In this example we import all the basic components required to support the basic template.
*/
public class BasicTemplateAlgorithm extends QCAlgorithm 
{ 
	public void Initialize() 
	{
		SetStartDate(2013, 1, 1);  	//Set Start Date
        SetEndDate(2015, 1, 1);    	//Set End Date
        SetCash(100000);            //Set Strategy Cash
        
        // Find more symbols here: http://quantconnect.com/data
        Decimal leverage = new Decimal(2);
     	Boolean fillforward = true;
     	Boolean extendedMarketHours = false;
     	
    	AddSecurity(SecurityType.wrap(SecurityType.Equity), "SPY", Resolution.wrap(Resolution.Minute), fillforward, extendedMarketHours);
        AddSecurity(SecurityType.wrap(SecurityType.Forex), "EURUSD", Resolution.wrap(Resolution.Minute), fillforward, extendedMarketHours);
	}

	 public void OnData(Slice data)
     {
        if (!get_Portfolio().get_Invested())
        {
            Order(Symbol("SPY"), 100);
            Debug("Hello From Java");
        }
     } 
}