| 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 CustomChartingAlgorithm : QCAlgorithm
{
string ticker = "SPY";
public override void Initialize()
{
SetStartDate(2016, 1, 4);
SetEndDate(StartDate.AddDays(1));
AddSecurity(SecurityType.Equity, ticker, Resolution.Hour);
var assets = new Chart(ticker);
assets.AddSeries(new Series("Open", SeriesType.Scatter));
assets.AddSeries(new Series("High", SeriesType.Scatter));
assets.AddSeries(new Series("Low", SeriesType.Scatter));
assets.AddSeries(new Series("Close", SeriesType.Scatter));
AddChart(assets);
}
public void OnData(TradeBars data)
{
if (!data.ContainsKey(ticker)) return;
var bar = data[ticker];
Debug(Time + " -> " + bar.Price);
Plot(ticker, "Open", bar.Open);
Plot(ticker, "High", bar.High);
Plot(ticker, "Low", bar.Low);
Plot(ticker, "Close", bar.Close);
}
}
}