Esempio n. 1
0
        /// <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
            };
        }