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 
{
   
    public class QCUMovingAverageCross : QCAlgorithm

    { 
        string symbol = "AAP";
        DateTime sampledToday = DateTime.Now;
        int n = 0;

        //Set up the MFI Class:
  //      MoneyFlowIndex mfidaily;
        MoneyFlowIndex mfiminute;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {          
            SetStartDate(2017, 02, 07);
            SetEndDate(2017, 02, 10);  
            SetCash(10000);
            AddSecurity(SecurityType.Equity, symbol, Resolution.Minute, true, 2m, false);
        //	mfidaily = MFI(symbol, 14, Resolution.Daily);
        	mfiminute = MFI(symbol, 14, Resolution.Minute);
        }
        
        //handle TradeBar Events: a TradeBar occurs on every time-interval
        public void OnData(TradeBars data) 
        {

        //    price = Securities[symbol].Close;
            sampledToday = data[symbol].Time;
            
            //Wait until MFI is ready:
           // if (!mfidaily.IsReady) return;
            if (!mfiminute.IsReady) return;
            n=n+1;

			// check the mfi value every 30 minutes
			if (n>30)
			{
				n=0;
				Debug("today is " + sampledToday + "mfiminute is " + mfiminute);
    		}
         }
    }
}