| 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 |
using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Orders;
using QuantConnect.Interfaces;
namespace QuantConnect.Algorithm.CSharp
{
public class BasicTemplateOptionsAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2013, 10, 8); //Set Start Date
SetEndDate(2013, 10, 18); //Set End Date
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Minute);
var consolidator = new TradeBarConsolidator(15);
var SMA = new SimpleMovingAverage(10);
RegisterIndicator("SPY", SMA, consolidator);
SubscriptionManager.AddConsolidator("SPY", consolidator);
History(TimeSpan.FromMinutes(15 * 140), Resolution.Minute).PushThroughConsolidators(symbol =>
{
return consolidator;
});
Log("SMA "+SMA.ToString());
if (SMA.IsReady){
PlotIndicator("SMA", SMA);
}
}
}
}