Overall Statistics 
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
NaN
Loss Rate
0%
Win Rate
0%
ProfitLoss Ratio
0
Alpha
NaN
Beta
NaN
Annual Standard Deviation
NaN
Annual Variance
NaN
Information Ratio
NaN
Tracking Error
NaN
Treynor Ratio
NaN
Total Fees
$0.00

using System; using QuantConnect.Algorithm; using QuantConnect.Data.Market; 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 BasicTemplateAlgorithm : QCAlgorithm { private Series scatter; //Initialize the data and resolution you require for your strategy: public override void Initialize() { //Start and End Date range for the backtest: SetStartDate(2015, 01, 07); SetEndDate(2015, 01, 07); //Cash allocation SetCash(25000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute); var chart = new Chart("data"); scatter = new Series("scatter", SeriesType.Scatter); chart.AddSeries(scatter); AddChart(chart); } //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) { var x = Time.Millisecond + Time.Ticks; scatter.AddPoint(new DateTime(x), (decimal) (Time.Hour*Math.Cos(x))); } } }