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 NadionParticleCoil : QCAlgorithm
    {
		Symbol es;
        public override void Initialize()
        {
            SetStartDate(2018, 12, 6);  //Set Start Date
            SetEndDate(2018, 12, 20); //Set End Date
            SetCash(100000);             //Set Strategy Cash\
            
            AddEquity("SPY", extendedMarketHours: true);
            
            Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 29), () =>
			{
				Log($"{Time} :: Add ES");
				es = AddFuture("ES", Resolution.Second).Symbol;
			});
			
			Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(10, 30), () =>
			{
				Log($"{Time} :: Remove ES");
				RemoveSecurity(es);
			});


        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	FuturesChain chain;
            if (es != null && data.FuturesChains.TryGetValue(es, out chain))
			{
			    Log("ES data found");
			}
        }
    }
}