C# (CSharp) Samples.SlowTurtleTrendFollowing Turtles Beispiele

Beispiel #1

        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new Turtles(framework, "Turtles");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
            DataSimulator.DateTime2 = new DateTime(2013, 12, 31);

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }

Beispiel #2

Datei: Program.cs Projekt: fastquant/fastquant.dll

        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new Turtles(framework, "Turtles");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            strategy.DataProvider = ProviderManager.GetDataProvider("QuantRouter");
            strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");

            DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
            DataSimulator.DateTime2 = new DateTime(2013, 12, 31);

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }