namespace QuantConnect
{
/*
* QuantConnect University: Full Basic Template:
*
* The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
* We have explained some of these here, but the full algorithm can be found at:
* https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{
public Stochastic stochastic;
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{
//Start and End Date range for the backtest:
SetStartDate(2014, 6, 1);
SetEndDate(2015, 1, 1);
//Cash allocation
SetCash(25000);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
// create and register 15 minute stochastic indicator
stochastic = new Stochastic("sto", 14, 3, 3);
RegisterIndicator("SPY", stochastic, ResolveConsolidator("SPY", TimeSpan.FromMinutes(15)));
}
DateTime lastPlot;
//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
{
if (!Portfolio.HoldStock)
{
SetHoldings("SPY", 0.5m);
}
if (Time - lastPlot >= TimeSpan.FromMinutes(15))
{
Plot("SPY", "stochd", stochastic.StochD.Current.Value);
Plot("SPY", "stochk", stochastic.StochK.Current.Value);
lastPlot = Time;
}
}
}
}