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
$0.00
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namespace QuantConnect.Algorithm.CSharp { public class DynamicTachyonContainmentField : QCAlgorithm { IchimokuKinkoHyo _ichimoku; public override void Initialize() { SetStartDate(2018, 12, 9); //Set Start Date SetEndDate(2018, 12, 28); SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Daily); _ichimoku = ICHIMOKU("SPY", 9, 26, 26, 52, 26, 26); SetWarmUp(100); } /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// Slice object keyed by symbol containing the stock data public override void OnData(Slice data) { if (!IsWarmingUp && _ichimoku.IsReady){ Log($"Tenkan: {_ichimoku.Tenkan}, Kijun: {_ichimoku.Kijun}"); } } } }