QuantConnect
23 lines
574 B
VB.net
23 lines
574 B
VB.net
'BasicTemplate Algorithm Class in Visual Basic
|
|
Imports QuantConnect.Data.Market
|
|
|
|
Public Class BasicTemplateAlgorithm
|
|
Inherits QCAlgorithm
|
|
|
|
' Initialize your algorithm
|
|
Public Overrides Sub Initialize()
|
|
SetCash(100000)
|
|
SetStartDate(2013, 10, 7)
|
|
SetEndDate(2013, 10, 11)
|
|
AddSecurity(SecurityType.Equity, "SPY", Resolution.Second)
|
|
End Sub
|
|
|
|
' Handle TradeBar Data Eventss
|
|
Public Sub OnData(data As TradeBars)
|
|
If Not Portfolio.Invested Then
|
|
SetHoldings("SPY", 1)
|
|
End If
|
|
End Sub
|
|
|
|
End Class
|