public void ExecuteNextDay()
{
// Increment the date
CurrentSimulationDate = Calendar.NextTradingDay(CurrentSimulationDate);
//
// Market Open
//
// Process morning trades
TradeManager.ProcessTradeQueue(CurrentSimulationDate, TimeOfDay.MarketOpen);
//
// Market Close
//
// Process end of day trades & stops
TradeManager.ProcessTradeQueue(CurrentSimulationDate, TimeOfDay.MarketEndOfDay);
// Update stoplosses
RiskManager.UpdateStoplosses(CurrentSimulationDate);
// Scale open positions
//RiskManager.ScalePositions(CurrentSimulationDate);
// Generate new signals
var securityUniverse = RiskManager.GetSecurityUniverse();
var signals = StrategyManager.GenerateSignals(securityUniverse, CurrentSimulationDate);
// Send signals for processing
RiskManager.ProcessSignals(signals, CurrentSimulationDate);
// End of Day (EOD)
}
