/// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2013, 10, 07); SetEndDate(2013, 10, 11); SetCash(100000); SetBrokerageModel(BrokerageName.Atreyu); AddEquity("SPY", Resolution.Minute); DefaultOrderProperties = new AtreyuOrderProperties { // Currently only support order for the day TimeInForce = TimeInForce.Day }; }
/// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2013, 10, 07); SetEndDate(2013, 10, 11); SetCash(100000); SetBrokerageModel(BrokerageName.Atreyu); AddEquity("SPY", Resolution.Minute); DefaultOrderProperties = new AtreyuOrderProperties { // Can specify the default exchange to execute an order on. // If not specified will default to the primary exchange Exchange = Exchange.BATS, // Currently only support order for the day TimeInForce = TimeInForce.Day }; }