| 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
{
/*
* 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 BasicTemplateAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(new DateTime(2016, 10, 1));
SetEndDate(new DateTime(2016, 11, 1));
SetCash(25000);
UniverseSettings.Resolution = Resolution.Hour;
AddUniverse(coarse => {
return (from c in coarse
where c.Price > 10
orderby c.DollarVolume descending
select c.Symbol).Take(50);
});
}
public void OnData(TradeBars data)
{
Console.WriteLine("Entering OnData with " + data.Count + " equities");
}
}
}