| 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
{
public class MultiSymbolAlgorithm : QCAlgorithm
{
List<string> _symbols = new List<string> { "IBM", "SPY", "AAPL" };
public override void Initialize()
{
SetStartDate(2013, 1, 1);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(25000);
foreach (var symbol in _symbols) {
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
}
}
public override void OnData(Slice data)
{
foreach (var bar in data.Bars)
{
//Every symbols bar will appear here every minute.
}
}
}
}