| Overall Statistics |
|
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 11.224% Drawdown 2.900% Expectancy 0 Net Profit 0% Sharpe Ratio 0.808 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.061 Beta -0.191 Annual Standard Deviation 0.107 Annual Variance 0.011 Information Ratio 1.426 Tracking Error 0.154 Treynor Ratio -0.453 Total Fees $1.00 |
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(2016, 9, 13);
SetEndDate(DateTime.Now.Date.AddDays(-1));
SetCash(1000);
AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
string[] stocksToTrade = {"FB","ASIX","BAC","CHK","FCX","FTR","HBAN","AES","HPQ"};
foreach (var stock in stocksToTrade)
{
AddSecurity(SecurityType.Equity, stock, Resolution.Minute);
}
//Console.WriteLine("rre");
}
//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("Debug Purchased MSFT");
var hourVal = Time.Hour;
var minuteVal = Time.Minute;
Debug(hourVal.ToString());
Debug(minuteVal.ToString());
//Debug("Hour: " + hourVal);
//Debug("Minute: " + minuteVal);
int tracker = 0;
foreach(var security in Securities.Values)
{
//Debug(security.Symbol.Value);
//Debug("Securities:" + " " + Securities.Values.Price);
//Debug("Quantity: " + security.Holdings.Quantity);
Debug(security.Symbol.Value);
Debug("Price: " + security.Price);
tracker++;
}
//Debug("count:" + " " + tracker);
}
//Debug("Quantity");
//Console.WriteLine("rre");
}
}
}