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.Algorithm.CSharp { public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _symbol = QuantConnect.Symbol.Create("ETHEUR", SecurityType.Crypto, Market.GDAX); public override void Initialize() { SetStartDate(2017, 10, 07); //Set Start Date SetEndDate(2017, 11, 11); //Set End Date AddCrypto(_symbol, Resolution.Daily, Market.GDAX); SetCash(_symbol.Value.Substring(0, 3), 1, Portfolio.CashBook[_symbol.Value.Substring(0, 3)].ConversionRate); SetCash(_symbol.Value.Substring(3, 3), 1000, Portfolio.CashBook[_symbol.Value.Substring(0, 3)].ConversionRate); SetCash("USD", 0, Portfolio.CashBook["USD"].ConversionRate); decimal myAssets = Portfolio.CashBook[_symbol.Value.Substring(0, 3)].Amount; decimal myCash = Portfolio.CashBook[_symbol.Value.Substring(3, 3)].Amount; Log("-------------------------- Initialize () ----------------------------------------"); Log(Portfolio.CashBook[_symbol.Value.Substring(0, 3)] + " > " + myAssets + " ConversionRate: "+Portfolio.CashBook[_symbol.Value.Substring(0, 3)]); Log(Portfolio.CashBook[_symbol.Value.Substring(3, 3)] + " > " + myCash + " ConversionRate: "+Portfolio.CashBook[_symbol.Value.Substring(3, 3)]); Log("USD" + " > " + Portfolio.CashBook["USD"].Amount + " ConversionRate: "+Portfolio.CashBook["USD"]); } public override void OnData(Slice data) { Log("-------------------------- OnData () ----------------------------------------"); decimal myAssets = Portfolio.CashBook[_symbol.Value.Substring(0, 3)].Amount; decimal myCash = Portfolio.CashBook[_symbol.Value.Substring(3, 3)].Amount; Log(Portfolio.CashBook[_symbol.Value.Substring(0, 3)] + " : " + myAssets); Log(Portfolio.CashBook[_symbol.Value.Substring(3, 3)] + " : " + myCash); Log("USD: " + " : " + Portfolio.CashBook["USD"].Amount); if (!Portfolio.Invested) { SetHoldings(_symbol, 1); Debug("Purchased Stock"); } } } }