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
{
   
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
		private CommodityChannelIndex _cci;

        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);  //Set Start Date
            SetEndDate(2013, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash

            AddEquity("SPY", Resolution.Minute);
			_cci = new CommodityChannelIndex(10);
			var consolidator = new TradeBarConsolidator(15);
			consolidator.DataConsolidated += UpdateMethod;
			RegisterIndicator("SPY", _cci, consolidator);
			SubscriptionManager.AddConsolidator("SPY", consolidator);
        }
        
        private void UpdateMethod(object sender, TradeBar consolidated)
        {
        	_cci.Update(consolidated);
        }
        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
				Debug(_cci.Current.Value);
            }
        }
    }
}