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
Probabilistic 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
-0.947
Tracking Error
0.179
Treynor Ratio
0
Total Fees
$0.00
 
namespace QuantConnect.Algorithm.CSharp
{
    public class Test1 : QCAlgorithm
    {
        public override void Initialize()
		{
			SetStartDate(2010,1,1);
			SetEndDate(2011,1,1);
			            
			SetCash(1000);
			            
			var _security = AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
			_security.SetDataNormalizationMode(DataNormalizationMode.Raw);
			            
			var _macd = MACD("SPY", 12, 26, 9, MovingAverageType.Exponential, Resolution.Minute, Field.Close);
			            
			SetWarmUp(26, Resolution.Minute);
						
			Schedule.On(DateRules.EveryDay("SPY"), TimeRules.Every(TimeSpan.FromMinutes(1)), () =>
			{
				if(IsWarmingUp) return;
				if(!_macd.IsReady) return;
					        	
				Plot("SPY", _security.Close);
				Plot("MACD", "Value", _macd);
				Plot("MACD", "Signal", _macd.Signal);
			});
		}

        /// 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)
        {
        	return;
        }
    }
}