Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
-0.14%
Compounding Annual Return
-0.069%
Drawdown
0.500%
Expectancy
-1
Net Profit
-0.142%
Sharpe Ratio
-0.163
Loss Rate
100%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.001
Beta
0.028
Annual Standard Deviation
0.004
Annual Variance
0
Information Ratio
-4.906
Tracking Error
0.004
Treynor Ratio
-0.024
Total Fees
$19.46
 
using System.Collections.Concurrent;

namespace QuantConnect.Algorithm.CSharp {
    public class Demo : QCAlgorithm {
    	
    	private DateTime _startDate = new DateTime(2014, 02, 04);
    	private DateTime _endDate = new DateTime(2016, 03, 02);

        public override void Initialize() {
            UniverseSettings.Leverage = 1.0m;
            UniverseSettings.Resolution = Resolution.Daily;

            SetStartDate(_startDate);
            SetEndDate(_endDate);
            SetCash(100*1000);

            AddUniverse(
            	coarse => {
            		if (Time == _startDate) {
            			return new List<Symbol> {
        					QuantConnect.Symbol.Create("T", SecurityType.Equity, Market.USA),
        					QuantConnect.Symbol.Create("VZ", SecurityType.Equity, Market.USA)
            			};
            		}
            		return new List<Symbol>();
	            },
            	fine => {
            		return fine.Select(f => f.Symbol);
	            }
            );
        }
        
        public override void OnSecuritiesChanged(SecurityChanges changes) {
        	foreach (var security in changes.RemovedSecurities) {
        		Debug("Liquidating " + security.Symbol);
            	Liquidate(security.Symbol);
        	}
            foreach (var security in changes.AddedSecurities) {
        		Debug("Buying " + security.Symbol);
            	SetHoldings(security.Symbol, 0.5);
        	}
        }
    }
}