Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio NaN Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio NaN Tracking Error NaN Treynor Ratio NaN Total Fees $0.00 |
namespace QuantConnect { /* * QuantConnect University: Full Basic Template: * * The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect. * We have explained some of these here, but the full algorithm can be found at: * https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs */ public class IWantToTradeBasedOnTheSMAValueEvery4Hours : QCAlgorithm { private string symbol = "SPY"; private SimpleMovingAverage SMA6; //Initialize the data and resolution you require for your strategy: public override void Initialize() { //Start and End Date range for the backtest: SetStartDate(2015, 01, 01); SetEndDate(DateTime.Now.Date.AddDays(-1)); //Cash allocation SetCash(25000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); SMA6 = SMA(symbol,6, Resolution.Hour); } //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol. public void OnData(TradeBars data) { //once every 4 hours if (data.Time.Date.TimeOfDay.Hours % 4 != 0 && data.Time.Minute != 0 && data.Time.Second != 0) { return; } else { Log("its now: " + Convert.ToString(data.Time.Date.TimeOfDay.Hours)); } // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol: // // e.g. data["MSFT"] data["GOOG"] /* if (!Portfolio.HoldStock) { int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close); //Order function places trades: enter the string symbol and the quantity you want: Order("SPY", quantity); //Debug sends messages to the user console: "Time" is the algorithm time keeper object Debug("Purchased SPY on " + Time.ToShortDateString()); //You can also use log to send longer messages to a file. You are capped to 10kb //Log("This is a longer message send to log."); } */ } } }