public override void Initialize()
{
// Set requested data resolution
UniverseSettings.Resolution = Resolution.Daily;
SetStartDate(2014, 03, 24);
SetEndDate(2014, 04, 07);
SetCash(100000);
UniverseSelection = new FineFundamentalUniverseSelectionModel(SelectCoarse, SelectFine);
Alpha = new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, QuantConnect.Time.OneDay);
PortfolioConstruction = new EqualWeightingPortfolioConstructionModel();
RiskManagement = new MaximumSectorExposureRiskManagementModel();
}
/// <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();
}
