public override void Initialize()
{
SetStartDate(2013, 10, 07);
SetEndDate(2013, 10, 11);
// even though we're using a framework algorithm, we can still add our securities
// using the AddEquity/Forex/Crypto/ect methods and then pass them into a manual
// universe selection model using Securities.Keys
AddEquity("SPY");
AddEquity("IBM");
AddEquity("BAC");
AddEquity("AIG");
// define a manual universe of all the securities we manually registered
UniverseSelection = new ManualUniverseSelectionModel(Securities.Keys);
// define alpha model as a composite of the rsi and ema cross models
Alpha = new CompositeAlphaModel(
new RsiAlphaModel(),
new EmaCrossAlphaModel()
);
// default models for the rest
PortfolioConstruction = new EqualWeightingPortfolioConstructionModel();
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
_securityValuesProvider = new AlgorithmSecurityValuesProvider(this);
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
public override void Initialize()
{
SetStartDate(2013, 10, 07);
SetEndDate(2013, 10, 11);
var bac = AddEquity("BAC");
var aig = AddEquity("AIG");
UniverseSelection = new ManualUniverseSelectionModel(Securities.Keys);
Alpha = new PairsTradingAlphaModel(bac.Symbol, aig.Symbol);
PortfolioConstruction = new EqualWeightingPortfolioConstructionModel();
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
_securityValuesProvider = new AlgorithmSecurityValuesProvider(this);
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
// set generated and close times on all insights
InsightsGenerated += (algorithm, data) =>
{
foreach (var insight in data.Insights)
{
SetGeneratedAndClosedTimes(insight);
}
};
}
/// <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(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, null);
PortfolioConstruction = new EqualWeightingPortfolioConstructionModel();
Execution = new ImmediateExecutionModel();
RiskManagement = new Algorithm.Framework.Risk.NullRiskManagementModel();
}
/// <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(2016, 10, 7); //Set Start Date
SetEndDate(2016, 10, 7); //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.
SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
// set algorithm framework models
PortfolioSelection = new ManualPortfolioSelectionModel(QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX));
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();
}
/// <summary>
/// Initializes a new instance of the <see cref="QCAlgorithmFramework"/> class
/// </summary>
public QCAlgorithmFramework()
{
// set model defaults
Execution = new ImmediateExecutionModel();
RiskManagement = new NullRiskManagementModel();
}
