| Overall Statistics |
|
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
namespace QuantConnect.Algorithm.CSharp
{
public class BasicTemplateAlgorithm : QCAlgorithm
{
public TradeBar NoonBar;
public override void Initialize()
{
SetStartDate(2018, 07, 01);
SetEndDate(DateTime.Now);
SetCash(100000);
AddEquity("SPY", Resolution.Minute);
}
public void OnData(TradeBars data)
{
Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(12, 00), () =>
{
NoonBar = data["SPY"];
});
if (Time.Hour == 12 && Time.Minute == 15)
{
Log("Open: " + NoonBar.Open + " High: " + NoonBar.High + " Low: " + NoonBar.Low + " Close: " + NoonBar.Close);
}
}
}
}