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 { public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _symbol; private OrderTicket _ticket; public override void Initialize() { SetStartDate(2017, 2, 1); _symbol = AddEquity("CHTR", Resolution.Minute).Symbol; } public void OnData(TradeBars data) { if (_ticket == null) { var target = data[_symbol].Value * 1.01m; _ticket = LimitOrder(_symbol, 100, target); Log(Time +" -> Current: "+ data[_symbol].Value + " Target: " + target); Log(_ticket.ToString()); } } public override void OnOrderEvent(OrderEvent orderEvent) { Log(orderEvent.ToString()); if (orderEvent.Status == OrderStatus.Submitted) { var ticket = Transactions.GetOrderTicket(orderEvent.OrderId); ticket.Cancel(); } } } }