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()); } } } }