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 
{   
    /*
    *   Basic Template Algorithm
    *
    *   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full base class can be found at:
    *   https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize() 
        {
        	// backtest parameters
            SetStartDate(2017, 8, 22);         
            SetEndDate(2017, 8, 23);
            
            // cash allocation
            SetCash(25000);
            
            // request specific equities
            // including forex. Options and futures in beta.
            AddEquity("SPY", Resolution.Minute);
            //AddForex("EURUSD", Resolution.Minute);
            AddUniverse(Universe.DollarVolume.Top(50));
            
            
        }

        /* 
        *	New data arrives here.
        *	The "Slice" data represents a slice of time, it has all the data you need for a moment.	
        */ 
        public override void OnData(Slice data) 
        {
        	foreach (var universe in UniverseManager.Values) {

			    // User defined universe has symbols from AddSecurity/AddEquity calls
			    if (universe is UserDefinedUniverse) {
			        continue;
			    }
			    var symbols = universe.Members.Keys;
			    foreach (Symbol symbol in symbols){
			    	Debug(symbol);
			    }
			}
        }
    }
}