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%
ProfitLoss 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 { /* * QuantConnect University: Full Basic Template: * * The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect. * We have explained some of these here, but the full algorithm can be found at: * https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs */ public class BuyAndHold : QCAlgorithm { //set stock symbol string symbol = "SPXS"; //Initialize the data and resolution you require for your strategy: public override void Initialize() { //Start and End Date range for the backtest: SetStartDate(2015, 1, 1); SetEndDate(2016, 1, 1); //SetEndDate(DateTime.Now.Date.AddDays(1)); //Cash allocation SetCash(8000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); } //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol. public void OnData(TradeBars data) { decimal volume = data[symbol].Volume; if (!Portfolio.HoldStock) { if(Portfolio.Cash > 0) { int quantity = (int)Math.Floor(Portfolio.Cash / data[symbol].Close); //Order function places trades: enter the string symbol and the quantity you want: if(quantity > 0) { Order(symbol, quantity); } //Debug sends messages to the user console: "Time" is the algorithm time keeper object Debug("Purchased "+symbol+" on " + Time.ToShortDateString()); //You can also use log to send longer messages to a file. You are capped to 10kb //Log("This is a longer message send to log."); } } Plot("Volume", volume); } } }