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
 
namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
    public class MainAlgorithm : QCAlgorithm
    {
        public override void Initialize()
		{
		    SetStartDate(2017, 1, 3);         
            SetEndDate(2018, 1, 3);    //Set End Date 
		        
		    AddData<Quandl>("CBOE/VXD", Resolution.Daily);
		    AddData<Quandl>("CBOE/VXV", Resolution.Daily);
		    AddData<Quandl>("CBOE/VIX", Resolution.Daily);
		}
		
		public void OnData(Slice data) 
		{   
			Plot("Test", "test", 1);
			Plot("VIX", "EOD", Securities["CBOE/VIX"].Price);
		    // Plot("VXD", "EOD", Securities["CBOE/VXD"].Price);
		    // Plot("VXV", "OLD", Securities["CBOEFE/INDEX_VXV"].Price);
		    Plot("VXV", "NEW", Securities["CBOE/VXV"].Price);
		}

    }
}