public override void Run()
{
StatisticsManager.Add(new DailyNumOfLossTrades());
StatisticsManager.Add(new DailyNumOfWinTrades());
StatisticsManager.Add(new DailyConsecutiveLossTrades());
Instrument instrument1 = InstrumentManager.Instruments["IF999"];
Instrument instrument2 = InstrumentManager.Instruments["IC999"];
// Create SMA Crossover strategy
//DualThrust_RangeBreak_Strategy strategy = new DualThrust_RangeBreak_Strategy(framework, "DualThrust & RangeBreak");
//RBreaker_Strategy strategy = new RBreaker_Strategy(framework, "RBreaker");
//DynamicBreakOut2 strategy = new DynamicBreakOut2(framework, "DynamicBreakOut2");
DoubleMA_Crossover strategy = new DoubleMA_Crossover(framework, "DoubleMA Crossover");
strategy.MaxBarSize = MaxBarSize;
// Add instruments
strategy.AddInstrument(instrument1);
strategy.AddInstrument(instrument2);
// Set simulation interval
DataSimulator.DateTime1 = new DateTime(2015, 04, 16);
//DataSimulator.DateTime2 = new DateTime(2013, 12, 16, 9, 36, 0);
DataSimulator.DateTime2 = new DateTime(2016, 11, 02);
// Add 1 minute bars
BarFactory.Add(instrument1, SmartQuant.BarType.Time, barSize);
BarFactory.Add(instrument2, SmartQuant.BarType.Time, barSize);
BarFactory.Add(instrument1, SmartQuant.BarType.Time, MaxBarSize);
BarFactory.Add(instrument2, SmartQuant.BarType.Time, MaxBarSize);
this.strategy = strategy;
// Run the strategy
StartStrategy();
}
public override void Run()
{
StatisticsManager.Add(new DailyNumOfLossTrades());
StatisticsManager.Add(new DailyNumOfWinTrades());
StatisticsManager.Add(new DailyConsecutiveLossTrades());
Instrument instrument1 = InstrumentManager.Instruments["IF999"];
Instrument instrument2 = InstrumentManager.Instruments["IC999"];
// Create SMA Crossover strategy
//DualThrust_RangeBreak_Strategy strategy = new DualThrust_RangeBreak_Strategy(framework, "DualThrust & RangeBreak");
//RBreaker_Strategy strategy = new RBreaker_Strategy(framework, "RBreaker");
//DynamicBreakOut2 strategy = new DynamicBreakOut2(framework, "DynamicBreakOut2");
DoubleMA_Crossover strategy = new DoubleMA_Crossover(framework, "DoubleMA Crossover");
strategy.MaxBarSize = MaxBarSize;
// Add instruments
strategy.AddInstrument(instrument1);
//strategy.AddInstrument(instrument2);
// Set simulation interval
DataSimulator.DateTime1 = new DateTime(2015, 04, 16);
//DataSimulator.DateTime2 = new DateTime(2013, 12, 16, 9, 36, 0);
DataSimulator.DateTime2 = new DateTime(2016, 11, 02);
// Add 1 minute bars
BarFactory.Add(instrument1, SmartQuant.BarType.Time, barSize);
//BarFactory.Add(instrument2, SmartQuant.BarType.Time, barSize);
BarFactory.Add(instrument1, SmartQuant.BarType.Time, MaxBarSize);
//BarFactory.Add(instrument2, SmartQuant.BarType.Time, MaxBarSize);
this.strategy = strategy;
Provider quantRouter = framework.ProviderManager.GetProvider(99) as Provider;
if (quantRouter.Status == ProviderStatus.Disconnected)
{
quantRouter.Connect();
}
while (!quantRouter.IsConnected)
{
Thread.Sleep(1000);
}
if (framework.StrategyManager.Mode == StrategyMode.Paper)
{
// Set QuantRouter as data provider.
strategy.DataProvider = quantRouter as IDataProvider;
}
else if (framework.StrategyManager.Mode == StrategyMode.Live)
{
// Set QuantRouter as data and execution provider.
strategy.DataProvider = quantRouter as IDataProvider;
strategy.ExecutionProvider = quantRouter as IExecutionProvider;
}
// Run the strategy
StartStrategy();
}
