protected override void OnBarUpdate()
{
    // Set a 3.5% risk free return
    SystemPerformance.AllTrades.TradesPerformance.RiskFreeReturn = 0.035;
 
    // Print out the Sharpe ratio of all trades based on a 3.5% risk free return
    Print("Sharpe ratio is: " + SystemPerformance.AllTrades.TradesPerformance.SharpeRatio);
}