public override void OnLoad(ProjectProperties properties)
{
var strategies = new List <Strategy>();
foreach (var symbol in properties.Starter.SymbolProperties)
{
symbol.LimitOrderQuoteSimulation = LimitOrderQuoteSimulation.OppositeQuoteTouch;
var strategy = new SimplexStrategy();
strategy.SymbolDefault = symbol.Symbol;
strategy.IsActive = true;
strategy.IsVisible = true;
strategies.Add(strategy);
}
if (strategies.Count == 1)
{
TopModel = strategies[0];
}
else
{
var portfolio = new Portfolio();
foreach (var strategy in strategies)
{
portfolio.AddDependency(strategy);
}
TopModel = portfolio;
}
}
public override void OnInitialize()
{
Performance.Equity.GraphEquity = true;
gbpUsd = Strategies[0] as SimplexStrategy;
gbpUsd.Name = "Simplex Strategy";
gbpUsd.GetHedgePosition = GetGbpUsd;
gbpUsd.GetRatio = GetRatio;
eurUsd = Strategies[1] as SimplexStrategy;
eurUsd.Name = "Simplex Strategy";
eurUsd.GetHedgePosition = GetEurUsd;
eurUsd.GetRatio = GetRatio;
eurGbp = Strategies[2] as SimplexStrategy;
eurGbp.Name = "Simplex Strategy";
eurGbp.GetHedgePosition = GetEurGbp;
eurGbp.GetRatio = GetRatio;
}