| 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 $0.00 |
namespace QuantConnect.Algorithm.CSharp
{
public class DynamicTachyonContainmentField : QCAlgorithm
{
IchimokuKinkoHyo _ichimoku;
public override void Initialize()
{
SetStartDate(2018, 12, 9); //Set Start Date
SetEndDate(2018, 12, 28);
SetCash(100000); //Set Strategy Cash
AddEquity("SPY", Resolution.Daily);
_ichimoku = ICHIMOKU("SPY", 9, 26, 26, 52, 26, 26);
SetWarmUp(100);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
if (!IsWarmingUp && _ichimoku.IsReady){
Log($"Tenkan: {_ichimoku.Tenkan}, Kijun: {_ichimoku.Kijun}");
}
}
}
}