private void IterateLevel(int level)
{
OptimizerParam parameter = MasterInstance.OptimizerParams.Values
.Skip(level)
.FirstOrDefault();
if (parameter != default(OptimizerParam))
{
if (parameter.IsEnabled)
{
for (int value = parameter.Start; value <= parameter.End; value += parameter.Step)
{
parameter.Value = value;
IterateLevel(level + 1);
}
}
else
{
IterateLevel(level + 1);
}
}
else
{
RunIteration();
}
}
/// <summary>
/// Initialize trading algorithm. Most trading algorithms will
/// only do very little here; the majority of the initialization
/// should be performed in Run(), to allow multiple runs of
/// the same instance.
/// </summary>
public Algorithm()
{
// create a dictionary of optimizer parameters
OptimizerParams = new Dictionary <string, OptimizerParam>();
foreach (OptimizerParam param in OptimizerParam.GetParams(this))
{
OptimizerParams[param.Name] = param;
}
}
