| Overall Statistics |
|
Total Trades 1 Average Win 0.00% Average Loss -3.58% Annual Return -4.319% Drawdown 5.900% Expectancy -1.000 Net Profit -3.582% Sharpe Ratio -1.1 Loss Rate 100% Win Rate 0% Profit-Loss Ratio 0.00 Trade Frequency Weekly trades |
using System;
using System.Collections;
using System.Collections.Generic;
namespace QuantConnect
{
using QuantConnect.Securities;
using QuantConnect.Models;
public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm {
string symbol = "IBM";
public override void Initialize() {
SetStartDate(2013, 06, 01);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(30000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
SetRunMode(RunMode.Series);
}
public override void OnTradeBar(Dictionary<string, TradeBar> data) {
if (Portfolio.HoldStock == false) {
Order(symbol, 50);
}
}
public override void OnEndOfDay() {
Debug(Time.Date.ToShortDateString() + " EOD Message.");
}
}
}