protected override void Create()
        {
            // create variable objects, function objects, order objects etc.
            spread_diff_func = new Function.Spread_Diff_Corrective_Function(this);

            long_order        = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
            close_long_order  = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
            short_order       = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
            close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));

            enable_long           = true;
            enable_short          = true;
            first_difference      = false;
            liquidate_at_midpoint = true;
        }
 protected override void Create()
 {
     // create variable objects, function objects, order objects etc.
     spread_diff_func = new Function.Spread_Diff_Corrective_Function(this);
     buy_order        = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
 }