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; UpSeries = new TimeSeries("Up"); DownSeries = new TimeSeries("Down"); RangeSeries = new TimeSeries("Range"); int n = N; if (StrategyType.OpenRangeBreak == strategyType) { n = 1; } bars86400 = GetBars(BarType.Time, 86400); HH = new PC(bars86400, n, BarData.High, PC.CalcType.Max, PC.UseLast.Yes); HC = new PC(bars86400, n, BarData.Close, PC.CalcType.Max, PC.UseLast.Yes); LC = new PC(bars86400, n, BarData.Close, PC.CalcType.Min, PC.UseLast.Yes); LL = new PC(bars86400, n, BarData.Low, PC.CalcType.Min, PC.UseLast.Yes); Draw(UpSeries, 0); Draw(DownSeries, 0); Draw(RangeSeries, 2); }
public override void OnStrategyStart() { UpSeries = new TimeSeries("Up"); DownSeries = new TimeSeries("Down"); RangeSeries = new TimeSeries("Range"); int n = N; if (StrategyType.OpenRangeBreak == strategyType) { n = 1; } bars86400 = GetBars(BarType.Time, 86400); HH = new PC(bars86400, n, BarData.High, PC.CalcType.Max, PC.UseLast.Yes); HC = new PC(bars86400, n, BarData.Close, PC.CalcType.Max, PC.UseLast.Yes); LC = new PC(bars86400, n, BarData.Close, PC.CalcType.Min, PC.UseLast.Yes); LL = new PC(bars86400, n, BarData.Low, PC.CalcType.Min, PC.UseLast.Yes); Draw(UpSeries, 0); Draw(DownSeries, 0); Draw(RangeSeries, 2); }