Overall Statistics
namespace QuantConnect 
{   
    public class QCUQuandlImporter : QCAlgorithm
    {
        string _quandlCode = "CBOE/VIX";
        
        public override void Initialize()
        {
            //Start and End Date range for the backtest:
            SetStartDate(2019, 1, 1);         
            SetEndDate(2020, 1, 1); 
            
            //Cash allocation
            SetCash(25000);
           
            AddData<QuandlVix>(_quandlCode, Resolution.Daily);
        }

        public void OnData(Quandl data) 
        {
            if (!Portfolio.Invested) 
            {
                var orders = -1.5;
                
                Order(_quandlCode, Math.Floor(orders) );
            }
        }
    }
    
    public class QuandlVix : Quandl 
    {
    	public QuandlVix() : base("VIX Close")
    	{
    		
    	}
    }
}