Overall Statistics
namespace QuantConnect.Algorithm.CSharp
{

    public class BasicTemplateFrameworkAlgorithm : QCAlgorithmFramework
    {

        public override void Initialize()
        {
            SetStartDate(2018, 1, 20);  //Set Start Date
            SetEndDate(2018, 7, 20);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            UniverseSettings.Resolution = Resolution.Daily;
            var symbols = new[] {
            	QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA),
            	QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA),
            	QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA)
            };
            SetUniverseSelection( new ManualUniverseSelectionModel(symbols) );
            
            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Flat, TimeSpan.FromDays(1)));
            
            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
            
            SetExecution(new ImmediateExecutionModel());
            
            SetRiskManagement(new MaximumDrawdownPercentPerSecurity());
            
        }

        

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            if (orderEvent.Status.IsFill())
            {
                // Debug($"Purchased Stock: {orderEvent.Symbol}");
            }
        }
    }
}