Overall Statistics
```/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
*
* you may not use this file except in compliance with the License.
*
* Unless required by applicable law or agreed to in writing, software
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
*/

using System;
using QuantConnect.Data;
using QuantConnect.Data.Market;

namespace QuantConnect
{
/// <summary>
/// Provides static properties to be used as selectors with the indicator system
/// </summary>
public static partial class Field
{
/// <summary>
/// Gets a selector that selects the Open value
/// </summary>
public static Func<BaseData, decimal> Open
{
get { return TradeBarPropertyOrValue(x => x.Open); }
}

/// <summary>
/// Gets a selector that selects the High value
/// </summary>
public static Func<BaseData, decimal> High
{
get { return TradeBarPropertyOrValue(x => x.High); }
}

/// <summary>
/// Gets a selector that selects the Low value
/// </summary>
public static Func<BaseData, decimal> Low
{
get { return TradeBarPropertyOrValue(x => x.Low); }
}

/// <summary>
/// Gets a selector that selects the Close value
/// </summary>
public static Func<BaseData, decimal> Close
{
get { return x => x.Value; }
}

/// <summary>
/// Defines an average price that is equal to (2*O + H + L + 3*C)/7
/// </summary>
public static Func<BaseData, decimal> SevenBar
{
get { return TradeBarPropertyOrValue(x => (2*x.Open + x.High + x.Low + 3*x.Close)/7m); }
}

/// <summary>
/// Gets a selector that selectors the Volume value
/// </summary>
public static Func<BaseData, decimal> Volume
{
get { return TradeBarPropertyOrValue(x => x.Volume, x => 0m); }
}

private static Func<BaseData, decimal> TradeBarPropertyOrValue(Func<TradeBar, decimal> selector, Func<BaseData, decimal> defaultSelector = null)
{
return x =>
{
var bar = x as TradeBar;
if (bar != null)
{
return selector(bar);
}
defaultSelector = defaultSelector ?? (data => data.Value);
return defaultSelector(x);
};
}
}
}```
```namespace QuantConnect
{
/*
*   QuantConnect University: Full Basic Template:
*
*   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
*   We have explained some of these here, but the full algorithm can be found at:
*   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{
SimpleMovingAverage sma;
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{

//Start and End Date range for the backtest:
SetStartDate(2013, 1, 1);

//Cash allocation
SetCash(25000);

//Add as many securities as you like. All the data will be passed into the event handler:

sma = SMA("SPY", 15, Resolution.Daily, Field.SevenBar);
PlotIndicator("SPY", sma);
}

//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
{
// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
//
//  e.g.  data["MSFT"] data["GOOG"]

if (!Portfolio.HoldStock)
{
int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order("SPY",  quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased SPY on " + Time.ToShortDateString());

//You can also use log to send longer messages to a file. You are capped to 10kb
//Log("This is a longer message send to log.");
}
}
}
}```