Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
31.193%
Drawdown
28.400%
Expectancy
0
Net Profit
14.408%
Sharpe Ratio
0.877
Probabilistic Sharpe Ratio
42.442%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.483
Beta
-0.293
Annual Standard Deviation
0.4
Annual Variance
0.16
Information Ratio
-0.16
Tracking Error
0.647
Treynor Ratio
-1.197
Total Fees
$1.63
 
namespace QuantConnect.Algorithm.CSharp
{
    public class NadionHorizontalFlange : QCAlgorithm
    {
		string symbol;
        public override void Initialize()
        {
            SetStartDate(2020, 3, 1);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
                Debug("Purchased Stock");
                var ticker_history = History(symbol, 10, Resolution.Daily);
				List<TradeBar> t_list = new List<TradeBar>();
				foreach(TradeBar tb in ticker_history) {
					t_list.Add(tb);
					Log(tb.Time.ToString());
				}
				Log("0th index: " + t_list[0].Time.ToString());
            }
        }

    }
}