Overall Statistics
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
    {
// You can convert it back to an array if you would like to
//int[] terms = termsList.ToArray();
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            SetStartDate(2013, 9, 13);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(1000);
            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
            string[] stocksToTrade = {"AES","ASIX","BAC","CHK","F","FCX","FTR","HBAN","HPQ"};
            foreach (var stock in stocksToTrade)
       		{
        AddSecurity(SecurityType.Equity, stock, Resolution.Minute);
        	}

        }

        //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) 
        {  
        	Debug("Come here");
            if (!Portfolio.HoldStock)
            {

                Order("MSFT", (int)Math.Floor(Portfolio.Cash / data["MSFT"].Close) );
			
			int tracker = 0;	
			foreach(var security in Securities.Values)
				{

    		tracker++;
				}

            }

            Debug("Count it");
        }
        
    }
}