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 { /// <summary> /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// </summary> public class BasicTemplateAlgorithm : QCAlgorithm { string symbol = "SPY"; int quantity= 0; public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(DateTime.Now.AddDays(-1));//Set End Date SetCash(100000); //Set Strategy Cash AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); SetRunMode(RunMode.Series); } public override void OnData(Slice data) { if (Time.ToString("MMM") == "MAY"){ if(Portfolio.HoldStock){ Order(symbol, -Portfolio[symbol].Quantity); } } else if (Time.ToString("MMM") == "OCT"){ if (!Portfolio.HoldStock){ //Buy Maximum Shares quantity = (int)(Portfolio.Cash / data[symbol].Close); Order(symbol, quantity); } } } } }