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 {

    //
    //	Make sure to change "BasicTemplateAlgorithm" to your algorithm class name, and that all
    //	files use "public partial class" if you want to split up your algorithm namespace into multiple files.
    //

    //public partial class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm
    //{
    //  Extension functions can go here...(ones that need access to QCAlgorithm functions e.g. Debug, Log etc.)
    //}

    //public class Indicator 
    //{
    //  ...or you can define whole new classes independent of the QuantConnect Context
    //}

}
namespace QuantConnect 
{   

    public class BasicTemplateAlgorithm : QCAlgorithm
    {

        public override void Initialize() 
        {
            SetStartDate(2015, 12, 14);         
            SetStartDate(2015, 12, 15);         
            SetCash(25000);
            
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Tick);
        }

		private int Index = 0;

        public void OnData(Ticks data) 
        {   
        	if (++Index > 1)
        	{
        		return;
        	}
        	
            foreach (var tick in data)
            {
            	var aTick = tick.Value.First();
            	
            	Debug(string.Format("{0}, {1}, {2}", aTick.Price, aTick.AskPrice, aTick.BidPrice));            	
            }              
        }
    }
}