| 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");
}
}
}
}