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
Probabilistic 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
-0.536
Tracking Error
0.217
Treynor Ratio
0
Total Fees
$0.00
namespace QuantConnect 
{   
	////ADDED THIS SECTION
	public class QuandlVix : Quandl {
		public QuandlVix() : base(valueColumnName: "vix close") { }
	}	
	
	
    public class VixBug : QCAlgorithm
    {
    	decimal vix;
    	decimal vxv;
    	decimal vx1;
        public override void Initialize() 
        {
        	// backtest parameters
            SetStartDate(2018, 1, 1);         
            SetEndDate(DateTime.Now);
            
            // cash allocation
            SetCash(100000);
			
		
			
            //AddData<Quandl>("CBOE/VIX");
            AddData<Quandl>("CBOE/VXV");
            AddData<Quandl>("CHRIS/CBOE_VX1");
            ////ADDED LINE BELOW
            AddData<QuandlVix>("CBOE/VIX");
        }
        
        public override void OnData(Slice data) 
        {
			
        }

        public void OnData(Quandl data) 
        {
        	if (data.Symbol=="CBOE/VIX")
				Plot("VIX", "Value", data.Value);
				
			if (data.Symbol=="CBOE/VXV")
				Plot("VXV", "Value", data.Value);
				
			if (data.Symbol=="CHRIS/CBOE_VX1")
				Plot("VX1", "Value", data.Value);
        }
        
        
    }
}