| 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
{
public class BasicTemplateAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private OrderTicket _ticket;
public override void Initialize()
{
SetStartDate(2017, 2, 1);
_symbol = AddEquity("CHTR", Resolution.Minute).Symbol;
}
public void OnData(TradeBars data)
{
if (_ticket == null)
{
var target = data[_symbol].Value * 1.01m;
_ticket = LimitOrder(_symbol, 100, target);
Log(Time +" -> Current: "+ data[_symbol].Value + " Target: " + target);
Log(_ticket.ToString());
}
}
public override void OnOrderEvent(OrderEvent orderEvent)
{
Log(orderEvent.ToString());
if (orderEvent.Status == OrderStatus.Submitted)
{
var ticket = Transactions.GetOrderTicket(orderEvent.OrderId);
ticket.Cancel();
}
}
}
}