| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 1439.018% Drawdown 0.200% 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 $1.00 |
namespace QuantConnect
{
public class BasicTemplateAlgorithm : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2017, 4, 20);
SetEndDate(2017, 4, 20);
SetCash(25000);
AddEquity("SPY", Resolution.Minute);
}
public override void OnData(Slice data)
{
Plot("SPY","Close", data["SPY"].Close);
if (!Portfolio.HoldStock)
{
SetHoldings("SPY", 1);
Debug("Purchased SPY on " + Time.ToShortDateString());
}
}
}
}