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
 
using System;
using System.Collections;
using System.Collections.Generic; 
using QuantConnect.Securities;  
using QuantConnect.Models;


namespace QuantConnect 
{   
    // Name your algorithm class anything, as long as it inherits QCAlgorithm
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            SetStartDate(2013, 9, 13);
            SetStartDate(2013, 9, 13);
            //SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(1000);
            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);

        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
            if (!Portfolio.HoldStock) 
            {
            //	Console.WriteLine("Just testing");
                //Order("MSFT", (int)Math.Floor(Portfolio.Cash / data["MSFT"].Close) );
                Debug("Testing output");
            }
        }
    }
}