/// <summary>
/// Run the strategy associated with this algorithm
/// </summary>
/// <param name="data">TradeBars - the data received by the OnData event</param>
private string Strategy(TradeBars data)
{
#region "Strategy Execution"
string ret = "";
if (SellOutEndOfDay(data))
{
// if there were limit order tickets to cancel, wait a bar to execute the strategy
iTrendStrategy.Barcount = barcount; // for debugging
iTrendStrategy.nEntryPrice = nEntryPrice;
signal = iTrendStrategy.ExecuteStrategy(data, tradesize, trend.Current, out comment);
#region lists
#endregion
}
#endregion
return(ret);
}
