/// <summary>
/// Called at the start of your algorithm to setup your requirements:
/// </summary>
public override void Initialize()
{
//Set the date range you want to run your algorithm:
SetStartDate(startDate);
SetEndDate(endDate);
//Set the starting cash for your strategy:
SetCash(100000);
//Add any stocks you'd like to analyse, and set the resolution:
// Find more symbols here: http://quantconnect.com/data
AddSecurity(SecurityType.Equity, "SPY", resolution: Resolution.Minute);
//Chart - Master Container for the Chart:
Chart stockPlot = new Chart("Trade Plot", ChartType.Overlay);
//On the Trade Plotter Chart we want 3 series: trades and price:
Series buyOrders = new Series("Buy", SeriesType.Scatter);
Series sellOrders = new Series("Sell", SeriesType.Scatter);
Series assetPrice = new Series("Price", SeriesType.Line);
stockPlot.AddSeries(buyOrders);
stockPlot.AddSeries(sellOrders);
stockPlot.AddSeries(assetPrice);
AddChart(stockPlot);
Chart avgCross = new Chart("Strategy Equity", ChartType.Stacked);
Series fastMA = new Series("FastMA", SeriesType.Line);
Series slowMA = new Series("SlowMA", SeriesType.Line);
avgCross.AddSeries(fastMA);
avgCross.AddSeries(slowMA);
AddChart(avgCross);
resamplePeriod = TimeSpan.FromMinutes((endDate - startDate).TotalMinutes / 2000);
}
public override void Initialize()
{
SetStartDate(2013, 10, 7);
SetEndDate(2013, 10, 9);
SetCash(250000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
PSARList.Add(new ParabolicStopAndReverse());
PSARList.Add(new ParabolicStopAndReverse(afStart: 0.1m, afIncrement: 0.1m, afMax: 0.2m));
PSARList.Add(new ParabolicStopAndReverse(afStart: 0.001m, afIncrement: 0.001m, afMax: 0.1m));
RegisterIndicator(symbol, PSARList[0], Resolution.Minute);
RegisterIndicator(symbol, PSARList[1], Resolution.Minute);
RegisterIndicator(symbol, PSARList[2], Resolution.Minute);
testerAcum = 0m;
counter = 0;
Identity close = new Indicators.Identity("SPY");
RegisterIndicator(symbol, close, Resolution.Minute, Field.Close);
var chart = new Chart("SPY");
chart.AddSeries(new Series(close.Name));
chart.AddSeries(new Series(PSARList[0].Name, SeriesType.Scatter));
chart.AddSeries(new Series(PSARList[1].Name, SeriesType.Scatter));
chart.AddSeries(new Series(PSARList[2].Name, SeriesType.Scatter));
PlotIndicator("SPY", close);
PlotIndicator("SPY", true, PSARList[0], PSARList[1], PSARList[2]);
}
/// <summary>
/// Called at the start of your algorithm to setup your requirements:
/// </summary>
public override void Initialize()
{
//Set the date range you want to run your algorithm:
SetStartDate(startDate);
SetEndDate(endDate);
//Set the starting cash for your strategy:
SetCash(100000);
//Add any stocks you'd like to analyse, and set the resolution:
// Find more symbols here: http://quantconnect.com/data
AddSecurity(SecurityType.Equity, "SPY", resolution: Resolution.Minute);
//Chart - Master Container for the Chart:
Chart stockPlot = new Chart("Trade Plot", ChartType.Overlay);
//On the Trade Plotter Chart we want 3 series: trades and price:
Series buyOrders = new Series("Buy", SeriesType.Scatter);
Series sellOrders = new Series("Sell", SeriesType.Scatter);
Series assetPrice = new Series("Price", SeriesType.Line);
stockPlot.AddSeries(buyOrders);
stockPlot.AddSeries(sellOrders);
stockPlot.AddSeries(assetPrice);
AddChart(stockPlot);
Chart avgCross = new Chart("Strategy Equity", ChartType.Stacked);
Series fastMA = new Series("FastMA", SeriesType.Line);
Series slowMA = new Series("SlowMA", SeriesType.Line);
avgCross.AddSeries(fastMA);
avgCross.AddSeries(slowMA);
AddChart(avgCross);
resamplePeriod = TimeSpan.FromMinutes((endDate - startDate).TotalMinutes / 2000);
}
public override void Initialize()
{
SetStartDate(2013, 10, 7);
SetEndDate(2013, 10, 9);
SetCash(250000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
PSARList.Add(new ParabolicStopAndReverse());
PSARList.Add(new ParabolicStopAndReverse(afStart: 0.1m, afIncrement: 0.1m, afMax: 0.2m));
PSARList.Add(new ParabolicStopAndReverse(afStart: 0.001m, afIncrement: 0.001m, afMax: 0.1m));
RegisterIndicator(symbol, PSARList[0], Resolution.Minute);
RegisterIndicator(symbol, PSARList[1], Resolution.Minute);
RegisterIndicator(symbol, PSARList[2], Resolution.Minute);
testerAcum = 0m;
counter = 0;
Identity close = new Indicators.Identity("SPY");
RegisterIndicator(symbol, close, Resolution.Minute, Field.Close);
var chart = new Chart("SPY");
chart.AddSeries(new Series(close.Name));
chart.AddSeries(new Series(PSARList[0].Name, SeriesType.Scatter));
chart.AddSeries(new Series(PSARList[1].Name, SeriesType.Scatter));
chart.AddSeries(new Series(PSARList[2].Name, SeriesType.Scatter));
PlotIndicator("SPY", close);
PlotIndicator("SPY", true, PSARList[0], PSARList[1], PSARList[2]);
}
public override void Initialize()
{
SetStartDate(2010, 01, 1);
SetEndDate(2012, 12, 31);
SetCash(100000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Daily);
var close = Identity(symbol);
LSMA = new LeastSquaresMovingAverage(20);
RegisterIndicator(symbol, LSMA, Resolution.Daily, Field.Close);
var chart = new Chart("Plot");
chart.AddSeries(new Series(close.Name));
chart.AddSeries(new Series(LSMA.Name));
PlotIndicator("Plot", close);
PlotIndicator("Plot", true, LSMA);
logResult.AppendLine("Time,Close,LSMA");
}
public override void Initialize()
{
SetStartDate(2010, 01, 1);
SetEndDate(2012, 12, 31);
SetCash(100000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Daily);
var close = Identity(symbol);
LSMA = new LeastSquaredMovingAverage(20);
RegisterIndicator(symbol, LSMA, Resolution.Daily, Field.Close);
var chart = new Chart("Plot");
chart.AddSeries(new Series(close.Name));
chart.AddSeries(new Series(LSMA.Name));
PlotIndicator("Plot", close);
PlotIndicator("Plot", true, LSMA);
logResult.AppendLine("Time,Close,LSMA");
}
/// <summary>
/// Fetch the updates of the chart, and save the index position.
/// </summary>
/// <returns></returns>
public Chart GetUpdates()
{
var copy = new Chart(Name, ChartType);
try
{
foreach (var series in Series.Values)
{
copy.AddSeries(series.GetUpdates());
}
}
catch (Exception err) {
Log.Error("Chart.GetUpdates(): " + err.Message);
}
return copy;
}
/// <summary>
/// Fetch the updates of the chart, and save the index position.
/// </summary>
/// <returns></returns>
public Chart GetUpdates()
{
var copy = new Chart(Name);
try
{
foreach (var series in Series.Values)
{
copy.AddSeries(series.GetUpdates());
}
}
catch (Exception err) {
Log.Error(err);
}
return(copy);
}
/// <summary>
/// Fetch the updates of the chart, and save the index position.
/// </summary>
/// <returns></returns>
public Chart GetUpdates()
{
Chart _copy = new Chart(Name, ChartType);
try
{
foreach (Series _series in Series.Values)
{
_copy.AddSeries(_series.GetUpdates());
}
}
catch (Exception err) {
Log.Error("Chart.GetUpdates(): " + err.Message);
}
return(_copy);
}
/// <summary>
/// Samples the given charts
/// </summary>
/// <param name="charts">The charts to be sampled</param>
/// <param name="start">The date to start sampling</param>
/// <param name="stop">The date to stop sampling</param>
/// <returns>The sampled charts</returns>
public Dictionary <string, Chart> SampleCharts(IDictionary <string, Chart> charts, DateTime start, DateTime stop)
{
var sampledCharts = new Dictionary <string, Chart>();
foreach (var chart in charts.Values)
{
var sampledChart = new Chart(chart.Name);
sampledCharts.Add(sampledChart.Name, sampledChart);
foreach (var series in chart.Series.Values)
{
var sampledSeries = Sample(series, start, stop);
sampledChart.AddSeries(sampledSeries);
}
}
return(sampledCharts);
}
/// <summary>
/// Samples the given charts
/// </summary>
/// <param name="charts">The charts to be sampled</param>
/// <param name="start">The date to start sampling</param>
/// <param name="stop">The date to stop sampling</param>
/// <returns>The sampled charts</returns>
public Dictionary<string, Chart> SampleCharts(IDictionary<string, Chart> charts, DateTime start, DateTime stop)
{
var sampledCharts = new Dictionary<string, Chart>();
foreach (var chart in charts.Values)
{
var sampledChart = new Chart(chart.Name, chart.ChartType);
sampledCharts.Add(sampledChart.Name, sampledChart);
foreach (var series in chart.Series.Values)
{
var sampledSeries = Sample(series, start, stop);
sampledChart.AddSeries(sampledSeries);
}
}
return sampledCharts;
}