/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2011, 9, 14);
SetEndDate(2015, 12, 01);
//Set the cash for the strategy:
SetCash(100000);
//Define the symbol and "type" of our generic data:
var resolution = LiveMode ? Resolution.Second : Resolution.Daily;
AddData <Bitcoin>("BTC", resolution);
var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
SetSecurityInitializer(security => seeder.SeedSecurity(security));
}
/// <summary>
/// Initialize your algorithm and add desired assets.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 08);
SetEndDate(2013, 10, 10);
SetCash(1000000);
var futureSP500 = AddFuture(RootSP500);
var futureGold = AddFuture(RootGold);
// set our expiry filter for this futures chain
// SetFilter method accepts TimeSpan objects or integer for days.
// The following statements yield the same filtering criteria
futureSP500.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182));
futureGold.SetFilter(0, 182);
var benchmark = AddEquity("SPY");
SetBenchmark(benchmark.Symbol);
var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
SetSecurityInitializer(security => seeder.SeedSecurity(security));
}