public override void OnStrategyStart()
{
bars86400 = GetBars(BarType.Time, 86400);
smd30 = new SMD(bars86400, 30);
lbd = new LookBackDays(smd30, lookBackDays, floorAmt, ceilingAmt);
dbbu = new DynamicBBU(lbd, bars86400, bolBandTrig, BarData.Close);
Draw(smd30, 2);
Draw(lbd, 3);
Draw(dbbu.SMA, 0);
Draw(dbbu.BBL, 0);
Draw(dbbu, 0);
upBandSeries = new TimeSeries("upBandSeries");
dnBandSeries = new TimeSeries("dnBandSeries");
buyPointSeries = new TimeSeries("buyPointSeries");
sellPointSeries = new TimeSeries("sellPointSeries");
upBandSeries.Color = Color.Red;
dnBandSeries.Color = Color.Red;
Draw(upBandSeries, 0);
Draw(dnBandSeries, 0);
Draw(buyPointSeries, 0);
Draw(sellPointSeries, 0);
}
protected override void OnStrategyInit()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
bars60 = new BarSeries("Bars60");
bars86400 = new BarSeries("Bars86400");
smd30 = new SMD(bars86400, length);
lbd = new LookBackDays(smd30, lookBackDays, floorAmt, ceilingAmt);
AddGroups();
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
if (lookBackDays.Count == 0)
{
return;
}
int length = (int)lookBackDays.Last;
double a = SMA.Value(Bars, Bars.Count - 1, length, BarData.Close);
Log(bar, barsGroup);
Log(smd.Last, smdGroup);
Log(lookBackDays.Last, lookBackDaysGroup);
Log(LookBackDays.Value(smd, smd.Count - 1, 20, 20, 60), lookBackDaysGroup2);
Console.WriteLine("{0}, {1}", smd.LastDateTime, smd.Last);
Console.WriteLine("{0}, {1}", lookBackDays.LastDateTime, lookBackDays.Last);
}
public override void OnStrategyStart()
{
base.OnStrategyStart();
// 测试用，自定义交易时间，仿真或实盘时可删除
base.TimeHelper = new TimeHelper(new int[] { 0, 2400 }, 2100, 1458);
base.TargetPosition = 0;
base.DualPosition.Long.Qty = 0;
base.DualPosition.Short.Qty = 0;
bars86400 = GetBars(BarType.Time, 86400);
smd30 = new SMD(bars86400, 30);
lbd = new LookBackDays(smd30, lookBackDays, floorAmt, ceilingAmt);
dbbu = new DynamicBBU(lbd, bars86400, bolBandTrig, BarData.Close);
Draw(smd30, 2);
Draw(lbd, 3);
Draw(dbbu.SMA, 0);
Draw(dbbu.BBL, 0);
Draw(dbbu, 0);
upBandSeries = new TimeSeries("upBandSeries");
dnBandSeries = new TimeSeries("dnBandSeries");
buyPointSeries = new TimeSeries("buyPointSeries");
sellPointSeries = new TimeSeries("sellPointSeries");
upBandSeries.Color = Color.Red;
dnBandSeries.Color = Color.Red;
Draw(upBandSeries, 0);
Draw(dnBandSeries, 0);
Draw(buyPointSeries, 0);
Draw(sellPointSeries, 0);
base.OnStrategyStart();
}
protected override void OnStrategyStart()
{
smd = new SMD(Bars, 30);
lookBackDays = new LookBackDays(smd, 20, 20, 60);
AddGroups();
}
