public override void NewSymbolBar(Symbol symbol, BarData bar)
{
Symbol symbol1 = SystemData.Symbols[0];
Symbol symbol2 = SystemData.Symbols[1];
// Get the current prices for both symbols
double close1 = BarUtils.LastValidBar(SystemData.BarCollections[symbol1]).Close;
double close2 = BarUtils.LastValidBar(SystemData.BarCollections[symbol2]).Close;
// make sure we only process the loop once per bar
if (symbol1 == symbol)
{
// Use the "SpreadThreshold" optimization variable configured in the System Properties window
if ((close1 * 3) - (close2 * 2) <= SystemData.SystemParameters["SpreadThreshold"])
{
OpenPosition(symbol1, PositionType.Long, OrderType.Market, 0, 3);
OpenPosition(symbol2, PositionType.Short, OrderType.Market, 0, 2);
}
}
// Analyze each position for profit
double totalProfit = 0.0;
foreach (Position position in PositionManager.GetOpenPositions())
{
totalProfit += position.CurStats.RealizedProfit;
}
if (totalProfit >= SystemData.SystemParameters["ProfitThreshold"])
{
// Loop through one last time and close all positions
foreach (Position pos in PositionManager.GetOpenPositions())
{
PositionManager.ClosePosition(pos.PosID);
}
}
// This line of code runs the actions you have set up in in the Project Form
Actions.RunActions(symbol);
}
