Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
17.038%
Drawdown
22.700%
Expectancy
0
Net Profit
157.132%
Sharpe Ratio
0.941
Probabilistic Sharpe Ratio
43.795%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.148
Beta
-0.051
Annual Standard Deviation
0.149
Annual Variance
0.022
Information Ratio
-0.001
Tracking Error
0.217
Treynor Ratio
-2.746
Total Fees
$6.03
 
namespace QuantConnect.Algorithm.CSharp
{
    public class HorizontalResistanceRegulators : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2014, 1, 1);		//Set Start Date
            SetEndDate(2020, 1, 1);
            SetCash(100000);            	//Set Strategy Cash
            
            AddEquity("QQQ", Resolution.Daily);
            SetBenchmark("QQQ");


        }

        /// 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 (!Portfolio.Invested)
            {
                SetHoldings("QQQ", 1);

            }
        }

    }
}