| 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 BasicTemplateAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetBenchmark(dt => 1m);
SetStartDate(2017, 10, 07);
SetEndDate(2017, 10, 11);
var btcusd = AddCrypto("BTCUSD", Resolution.Hour);
var securityVolume = new Identity("security-volume");
var tradeBarVolume = Identity("BTCUSD", Field.Volume, "trade-bar-volume");
tradeBarVolume.Updated += (sender, args) => securityVolume.Update(args.EndTime, btcusd.Volume);
PlotIndicator("BTCUSD", tradeBarVolume, securityVolume);
}
public override void OnData(Slice data)
{
}
}
}