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 PastClose : QCAlgorithm
    {
    	
        public string testsymbol1 = "SLB";
    	public string testsymbol2 = "IBM";
    	public int barsize = 4;
    	private RollingWindow<TradeBar> bar;
        
        public override void Initialize()
        {
            SetStartDate(2018, 04, 10);  //Set Start Date
            SetEndDate(2018, 04, 18);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            AddSecurity(SecurityType.Equity, testsymbol1, Resolution.Daily);
            //AddSecurity(SecurityType.Equity, testsymbol2, Resolution.Daily);
            Securities[testsymbol1].SetDataNormalizationMode(DataNormalizationMode.Raw);
            //Securities[testsymbol2].SetDataNormalizationMode(DataNormalizationMode.Raw);
            
            bar = new RollingWindow<TradeBar>(barsize);
        }

        public void OnData(TradeBars data)
        {
        	foreach(var security in Securities.Values)
        	{
        		bar.Add(data[security.Symbol]);
        		if (!bar.IsReady) return;
	        	
	        	Debug("-----------------------");
        		for (int i1 = 0; i1 < barsize; i1++) //Get past x days of history
				{
        	   		Debug (String.Format("B:{0} {1} - OHLCV[{2:0.00}, {3:0.00}, {4:0.00}, {5:0.00}, {6:0}", 
                	bar[i1].Time, security.Symbol, bar[i1].Open,bar[i1].High,
                	bar[i1].Low, bar[i1].Close, bar[i1].Volume));
				}
        	}
        }
    }
    
   
}