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
Probabilistic 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
-1.692
Tracking Error
0.138
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
#region imports
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Storage;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class ObjectStoreChartingAlgorithm : QCAlgorithm
    {
        private SimpleMovingAverage _sma;
        private string _content;

        public override void Initialize()
        {
            SetStartDate(2023, 1, 1);   //Set Start Date
            SetCash(100000);            //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Minute);
            _sma = SMA("SPY", 22);
        }

        public override void OnData(Slice data)
        {
            _content += $"{_sma.Current.EndTime},{_sma}\n";
        }

        public override void OnEndOfAlgorithm()
        {
            ObjectStore.Save("sma_values_csharp", _content);
        }
    }
}