Exemple #1
0
 public void dailyReset()
 {
     bid = 0.0;
     ask = 0.0;
     lastExecutePrice = 0.0;
     lastSignalPrice  = 0.0;
     immediatePnLAfterPositionClose = 0.0;;
     immediateOrderExit             = false;
     immediateOrderEnter            = false;
     currentOpenPrice = 0;
     currentDayHigh   = 0;
     currentDayLow    = double.MinValue;
     //execution = new SignalContext();
     execution.reset();
 }