Overall Statistics
Total Orders
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
1.110%
Drawdown
2.100%
Expectancy
0
Start Equity
100000
End Equity
105228.79
Net Profit
5.229%
Sharpe Ratio
-2.377
Sortino Ratio
-2.652
Probabilistic Sharpe Ratio
19.467%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.033
Beta
0.078
Annual Standard Deviation
0.012
Annual Variance
0
Information Ratio
-0.736
Tracking Error
0.134
Treynor Ratio
-0.35
Total Fees
$0.00
Estimated Strategy Capacity
$35000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
Portfolio Turnover
0.00%
Drawdown Recovery
708
 
#region imports
    using System;
    using QuantConnect.Brokerages;
    using QuantConnect.Data;
    using QuantConnect.Orders;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class EzeBrokerageExampleAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetCash(100000);
            
            SetBrokerageModel(BrokerageName.Eze, AccountType.Margin);
            
            _symbol = AddEquity("SPY", Resolution.Minute).Symbol;

            // Set default order properties
            DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled;
        }
        
        public override void OnData(Slice data)
        {
            if (Portfolio.Invested)
            {
                return;
            }
            
            // Place an order with the default order properties
            LimitOrder(_symbol, 10, data[_symbol].Price + 10);
            
            // Place an order and with new order properties
            var orderProperties = new EzeOrderProperties
            {
                TimeInForce = TimeInForce.Day,
                Notes = "QuantConnect Order",
            };
            var ticket = LimitOrder(_symbol, 10, Math.Round(data[_symbol].Price * 0.9m, 2), orderProperties: orderProperties);
            
            // Update the order
            var updateFields = new UpdateOrderFields { 
                Quantity = 8,
                LimitPrice = Math.Round(data[_symbol].Price + 10, 2),
                Tag = "Informative order tag"
            };
            var response = ticket.Update(updateFields);
            if (!LiveMode && response.IsSuccess)
            {
                Debug("Order updated successfully");
            }
        }
    }
}