Overall Statistics |
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
11.224%
Drawdown
2.900%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0.808
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.061
Beta
-0.191
Annual Standard Deviation
0.107
Annual Variance
0.011
Information Ratio
1.426
Tracking Error
0.154
Treynor Ratio
-0.453
Total Fees
$1.00
|
using System; using System.Collections; using System.Collections.Generic; using QuantConnect.Securities; using QuantConnect.Models; namespace QuantConnect { // Name your algorithm class anything, as long as it inherits QCAlgorithm public class BasicTemplateAlgorithm : QCAlgorithm { //Initialize the data and resolution you require for your strategy: public override void Initialize() { SetStartDate(2016, 9, 13); SetEndDate(DateTime.Now.Date.AddDays(-1)); SetCash(1000); AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute); string[] stocksToTrade = {"FB","ASIX","BAC","CHK","FCX","FTR","HBAN","AES","HPQ"}; foreach (var stock in stocksToTrade) { AddSecurity(SecurityType.Equity, stock, Resolution.Minute); } //Console.WriteLine("rre"); } //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) { if (!Portfolio.HoldStock) { // Console.WriteLine("Just testing"); Order("MSFT", (int)Math.Floor(Portfolio.Cash / data["MSFT"].Close) ); //Debug("Debug Purchased MSFT"); var hourVal = Time.Hour; var minuteVal = Time.Minute; Debug(hourVal.ToString()); Debug(minuteVal.ToString()); //Debug("Hour: " + hourVal); //Debug("Minute: " + minuteVal); int tracker = 0; foreach(var security in Securities.Values) { //Debug(security.Symbol.Value); //Debug("Securities:" + " " + Securities.Values.Price); //Debug("Quantity: " + security.Holdings.Quantity); Debug(security.Symbol.Value); Debug("Price: " + security.Price); tracker++; } //Debug("count:" + " " + tracker); } //Debug("Quantity"); //Console.WriteLine("rre"); } } }