public void OnInit()
        {
            //set the asset details filename
            AssetDetailsFile = @"C:\ForexData\Assets.csv";

            RequiredData.Add(60, 200);

            TradeAssetList.Add("TEST1");

            MinBars = 30;

            OptimiseParameters.Add(new OptimiseParameter("Period1", 3, 5, 1));
            OptimiseParameters.Add(new OptimiseParameter("Period2", 15, 17, 1));
            OptimiseParameters.Add(new OptimiseParameter("JumpFactor", 1.3, 1.6, 0.1));

            ExternalFeatures.Add(new ExternalFeatureData(60, @"C:\\ForexData\\ShareData\\TEST1_m60_test_strategy_f.bin",
                                                         new string[] { "SMA_4", "SMA_20" }));
        }
Exemple #2
0
        public void OnInit()
        {
            //set the asset details filename
            AssetDetailsFile = @"C:\ForexData\Assets.csv";

            expectedBar1_1H          = new Bar();
            expectedBar1_1H.OpenTime = DateTime.ParseExact("2017-09-15 00:00:00", "yyyy-MM-dd HH:mm:ss", System.Globalization.CultureInfo.InvariantCulture);
            expectedBar1_1H.BidOpen  = 1.19207f;
            expectedBar1_1H.BidClose = 1.19075f;
            expectedBar1_1H.BidHigh  = 1.19232f;
            expectedBar1_1H.BidLow   = 1.19067f;
            expectedBar1_1H.AskOpen  = 1.19219f;
            expectedBar1_1H.AskClose = 1.19088f;
            expectedBar1_1H.AskHigh  = 1.19244f;
            expectedBar1_1H.AskLow   = 1.1908f;
            expectedBar1_1H.Volume   = 9217;

            RequiredData.Add(60, 200);

            TradeAssetList.Add("TEST1");
        }