Overall Statistics |
namespace QuantConnect { public class BasicTemplateAlgorithm : QCAlgorithm { private string symbol = "SPY"; private AverageTrueRange _atr; public override void Initialize() { SetStartDate(2009, 01, 01); SetEndDate(2010, 12, 01); SetCash(30000); AddSecurity(SecurityType.Equity, symbol, Resolution.Daily); _atr = ATR(symbol, 14, MovingAverageType.Simple, Resolution.Daily); } public void OnData(TradeBars data) { if(!_atr.IsReady) return; Log(Time + " -> " + _atr); } } }