diff --git a/Algorithm.Framework/Alphas/EmaCrossAlphaModel.cs b/Algorithm.Framework/Alphas/EmaCrossAlphaModel.cs index 9f118b14d036..1e6f69b15ba7 100644 --- a/Algorithm.Framework/Alphas/EmaCrossAlphaModel.cs +++ b/Algorithm.Framework/Alphas/EmaCrossAlphaModel.cs @@ -102,8 +102,8 @@ public override void OnSecuritiesChanged(QCAlgorithmFramework algorithm, Securit if (!_symbolDataBySymbol.TryGetValue(added.Symbol, out symbolData)) { // create fast/slow EMAs - var fast = algorithm.EMA(added.Symbol, _fastPeriod); - var slow = algorithm.EMA(added.Symbol, _slowPeriod); + var fast = algorithm.EMA(added.Symbol, _fastPeriod, _resolution); + var slow = algorithm.EMA(added.Symbol, _slowPeriod, _resolution); _symbolDataBySymbol[added.Symbol] = new SymbolData { Security = added, diff --git a/Tests/RegressionTests.cs b/Tests/RegressionTests.cs index 6ade7926098a..46e0ccbf428c 100644 --- a/Tests/RegressionTests.cs +++ b/Tests/RegressionTests.cs @@ -911,31 +911,31 @@ private static TestCaseData[] GetRegressionTestParameters() var compositeAlphaModelFrameworkAlgorithmStatistics = new Dictionary { - {"Total Trades", "468"}, - {"Average Win", "0.06%"}, - {"Average Loss", "-0.04%"}, - {"Compounding Annual Return", "-96.930%"}, - {"Drawdown", "4.500%"}, - {"Expectancy", "-0.490"}, - {"Net Profit", "-4.356%"}, - {"Sharpe Ratio", "-26.255"}, - {"Loss Rate", "81%"}, - {"Win Rate", "19%"}, - {"Profit-Loss Ratio", "1.75"}, - {"Alpha", "-1.975"}, - {"Beta", "-23.261"}, - {"Annual Standard Deviation", "0.085"}, - {"Annual Variance", "0.007"}, - {"Information Ratio", "-26.372"}, - {"Tracking Error", "0.085"}, - {"Treynor Ratio", "0.096"}, - {"Total Fees", "$2215.48"}, - {"Total Insights Generated", "289"}, + {"Total Trades", "2"}, + {"Average Win", "0%"}, + {"Average Loss", "0%"}, + {"Compounding Annual Return", "323.810%"}, + {"Drawdown", "0.600%"}, + {"Expectancy", "0"}, + {"Net Profit", "1.864%"}, + {"Sharpe Ratio", "8.033"}, + {"Loss Rate", "0%"}, + {"Win Rate", "0%"}, + {"Profit-Loss Ratio", "0"}, + {"Alpha", "0"}, + {"Beta", "84.942"}, + {"Annual Standard Deviation", "0.117"}, + {"Annual Variance", "0.014"}, + {"Information Ratio", "7.946"}, + {"Tracking Error", "0.117"}, + {"Treynor Ratio", "0.011"}, + {"Total Fees", "$11.82"}, + {"Total Insights Generated", "2"}, {"Total Insights Closed", "0"}, {"Total Insights Analysis Completed", "0"}, - {"Long Insight Count", "146"}, - {"Short Insight Count", "143"}, - {"Long/Short Ratio", "102.10%"}, + {"Long Insight Count", "2"}, + {"Short Insight Count", "0"}, + {"Long/Short Ratio", "100%"}, {"Estimated Monthly Alpha Value", "$0"}, {"Total Accumulated Estimated Alpha Value", "$0"}, {"Mean Population Estimated Insight Value", "$0"},