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.Algorithm.CSharp
{

    public class BasicTemplateOptionsAlgorithm : QCAlgorithm
    {
    	 private RelativeStrengthIndex _rsi = new RelativeStrengthIndex(6);
		 public override void Initialize()
		        {
		            SetStartDate(2018, 1, 1);  //Set Start Date
		            SetEndDate(2018, 1, 6);   //Set End Date
		            SetCash(100000);            //Set Strategy Cash
		
		            AddEquity("SPY", Resolution.Minute);
		
		            var consolidator = new TradeBarConsolidator(30);
		            RegisterIndicator("SPY", _rsi, consolidator);
		            SubscriptionManager.AddConsolidator("SPY", consolidator);
		            History(TimeSpan.FromMinutes(30 * 200), Resolution.Minute).PushThroughConsolidators(symbol =>
		            {
		                return consolidator;
		            });
		            Debug("RSI initial value "+_rsi.ToString());
		            if (_rsi.IsReady){
		    		   
		    		   PlotIndicator("RSI ", _rsi);
        	
		            }
		        }
	public override void OnData(Slice data)
        {
     	if (_rsi.IsReady){
            Debug("RSI "+_rsi.ToString());
     	}
            
        }
    }
}