| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 19.839% Drawdown 12.600% Expectancy 0 Net Profit 0% Sharpe Ratio 1.224 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.188 Beta 0.018 Annual Standard Deviation 0.156 Annual Variance 0.024 Information Ratio 0.213 Tracking Error 0.19 Treynor Ratio 10.483 Total Fees $1.00 |
namespace QuantConnect
{
public class QCUParameterizedAlgorithm : QCAlgorithm
{
//Parameter attribute can be applied to any variable in the algorithm.
//If no parameter is set, it uses the default specified here (2013).
[Parameter("StartDate")]
public DateTime StartDateParameter = new DateTime(2013, 1, 1);
[Parameter("EndDate")]
public DateTime EndDateParameter = new DateTime(2014, 1, 1);
[Parameter]
public string Ticker;
//By default we use the name of the property if no name specified.
[Parameter]
public decimal StartingCash = 25000;
// Initialize the algorithm using our parameters
public override void Initialize()
{
Resolution res = Resolution.Minute;
if (LiveMode) res = Resolution.Second;
//Using parameters for starting cash
SetCash(StartingCash);
//Using parameters for start and end date
SetStartDate(StartDateParameter);
SetEndDate(EndDateParameter);
AddSecurity(SecurityType.Equity, Ticker, res);
}
public void OnData(TradeBars data)
{
if (!Portfolio.HoldStock)
{
Debug("STARTING CASH PARAMETER: " + StartingCash);
Debug("STARTING DATE PARAMETER: " + StartDateParameter);
Debug("ENDING DATE PARAMETER: " + EndDateParameter);
Order(Ticker, 100);
}
}
}
}