| 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);
}
}
}
}
}