void Consolidator_DataConsolidated(object sender, Data.Market.QuoteBar e) { Console.WriteLine("PRICE=" + e.Price); if (Portfolio.GetHoldingsQuantity(_Symbol) == 0) { if (_pendingEntry != null) { Transactions.CancelOrder(_pendingEntry.OrderId); _pendingEntry = null; } Console.WriteLine("dev=" + _devIndicator.Current.Value); if (_devIndicator.Current.Value < 10) { this.SetupOrder(e); } } }
public void SetupOrder(Data.Market.QuoteBar bar) { //MarketOrder(contract.Symbol, 1); _pendingEntry = this.LimitOrder(_Symbol, 1, bar.Bid.Close - _entrySpread); }