Esempio n. 1
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        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new MyStrategy(framework, "BollingerBands");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            strategy.DataProvider      = ProviderManager.GetDataProvider("QuantRouter");
            strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }
Esempio n. 2
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        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new MyStrategy(framework, "BollingerBands");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
            DataSimulator.DateTime2 = new DateTime(2013, 12, 31);

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }
Esempio n. 3
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        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new MyStrategy(framework, "BollingerBands");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            strategy.DataProvider = ProviderManager.GetDataProvider("QuantRouter");
            strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }
Esempio n. 4
0
        public override void Run()
        {
            Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
            Instrument instrument2 = InstrumentManager.Instruments["MSFT"];

            strategy = new MyStrategy(framework, "BollingerBands");

            strategy.AddInstrument(instrument1);
            strategy.AddInstrument(instrument2);

            DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
            DataSimulator.DateTime2 = new DateTime(2013, 12, 31);

            BarFactory.Add(instrument1, BarType.Time, barSize);
            BarFactory.Add(instrument2, BarType.Time, barSize);

            StartStrategy();
        }