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 { public class BasicTemplateAlgorithm : QCAlgorithm { public override void Initialize() { SetStartDate( 2017, 1, 1 ); SetEndDate( DateTime.Now.AddDays( -1 ) ); // cash allocation SetCash( 25000 ); AddSecurity( SecurityType.Equity, "SPXL", Resolution.Daily, fillDataForward:true, leverage:2, extendedMarketHours:true ); } public override void OnData( Slice data ) { if( data[ "SPXL" ] != null ) { Debug( "SPXL close price is " + data[ "SPXL" ].Close ); } //Debug( "SPXL close price is " + Securities[ "SPXL" ].Close ); return; } } }