Ejemplo n.º 1
0
 public PairsResponse()
 {
     Name = "PairsResponse";
     isValid = true;
     pairs = new PairsTracker("WAG", "FRX", .78m, 10);
     pairs.SpreadOutsideBounds += new DecimalDelegate(pairs_SpreadOutsideBounds);
 }
Ejemplo n.º 2
0
 public PairsResponse()
 {
     Name    = "PairsResponse";
     isValid = true;
     pairs   = new PairsTracker("WAG", "FRX", .78m, 10);
     pairs.SpreadOutsideBounds += new DecimalDelegate(pairs_SpreadOutsideBounds);
 }
Ejemplo n.º 3
0
 public override void Reset()
 {
     // get parameters from user if we're not running in auto
     ParamPrompt.Popup(this, !_auto, _auto);
     // create pairs tracker if not already
     if (pairs == null)
     {
         pairs = new PairsTracker(Asym, Bsym, RatioA2B, BasisPointEntry);
         pairs.SpreadOutsideBounds += new DecimalDelegate(pairs_SpreadOutsideBounds);
     }
     // subscribe to symbols
     sendbasket(new string[] { Asym, Bsym });
     D("Subscribed to pair: [" + Asym + "," + Bsym + "]");
 }
Ejemplo n.º 4
0
 public override void Reset()
 {
     // get parameters from user if we're not running in auto
     ParamPrompt.Popup(this, !_auto,_auto);
     // create pairs tracker if not already
     if (pairs == null)
     {
         pairs = new PairsTracker(Asym, Bsym, RatioA2B, BasisPointEntry);
         pairs.SpreadOutsideBounds += new DecimalDelegate(pairs_SpreadOutsideBounds);
     }
     // subscribe to symbols
     sendbasket(new string[] { Asym, Bsym });
     D("Subscribed to pair: [" + Asym + "," + Bsym+"]");
 }