public override void Initialize()
{
// Set requested data resolution
UniverseSettings.Resolution = Resolution.Minute;
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
PortfolioSelection = new CustomFundamentalPortfolioSelectionModel();
Alpha = new MacdAlphaModel(TimeSpan.FromMinutes(10), TimeSpan.FromMinutes(30), 0.01m);
PortfolioConstruction = new SimplePortfolioConstructionModel();
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
// Set requested data resolution
UniverseSettings.Resolution = Resolution.Minute;
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
// Find more symbols here: http://quantconnect.com/data
// Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
// Futures Resolution: Tick, Second, Minute
// Options Resolution: Minute Only.
// set algorithm framework models
PortfolioSelection = new ManualPortfolioSelectionModel(QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA));
Alpha = new ConstantAlphaModel(AlphaType.Price, AlphaDirection.Up, TimeSpan.FromMinutes(20), 0.025, null);
PortfolioConstruction = new SimplePortfolioConstructionModel();
Execution = new ImmediateExecutionModel();
RiskManagement = new Algorithm.Framework.Risk.NullRiskManagementModel();
}
