public override void OnStrategyStart()
{
base.OnStrategyStart();
// 测试用，自定义交易时间，仿真或实盘时可删除
base.TimeHelper = new TimeHelper(new int[] { 0, 2400 },2100, 1458);
base.TargetPosition = 0;
base.DualPosition.Long.Qty = 0;
base.DualPosition.Short.Qty = 0;
UpSeries = new TimeSeries("Up");
DownSeries = new TimeSeries("Down");
RangeSeries = new TimeSeries("Range");
int n = N;
if (StrategyType.OpenRangeBreak == strategyType)
{
n = 1;
}
bars86400 = GetBars(BarType.Time, 86400);
HH = new PC(bars86400, n, BarData.High, PC.CalcType.Max, PC.UseLast.Yes);
HC = new PC(bars86400, n, BarData.Close, PC.CalcType.Max, PC.UseLast.Yes);
LC = new PC(bars86400, n, BarData.Close, PC.CalcType.Min, PC.UseLast.Yes);
LL = new PC(bars86400, n, BarData.Low, PC.CalcType.Min, PC.UseLast.Yes);
Draw(UpSeries, 0);
Draw(DownSeries, 0);
Draw(RangeSeries, 2);
}
public override void OnStrategyStart()
{
UpSeries = new TimeSeries("Up");
DownSeries = new TimeSeries("Down");
RangeSeries = new TimeSeries("Range");
int n = N;
if (StrategyType.OpenRangeBreak == strategyType)
{
n = 1;
}
bars86400 = GetBars(BarType.Time, 86400);
HH = new PC(bars86400, n, BarData.High, PC.CalcType.Max, PC.UseLast.Yes);
HC = new PC(bars86400, n, BarData.Close, PC.CalcType.Max, PC.UseLast.Yes);
LC = new PC(bars86400, n, BarData.Close, PC.CalcType.Min, PC.UseLast.Yes);
LL = new PC(bars86400, n, BarData.Low, PC.CalcType.Min, PC.UseLast.Yes);
Draw(UpSeries, 0);
Draw(DownSeries, 0);
Draw(RangeSeries, 2);
}
