protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (bias.Count == 0)
{
return;
}
Log(bias.Last, biasGroup);
Log(BIAS.Value(Bars, Bars.Count - 1, 10, BarData.Close), bias2Group);
Console.WriteLine("{0}, {1}", bias.LastDateTime, bias.Last);
}
protected override void Create() {
// 初始化下單物件，Contracts.UserSpecified 可指定規模，OrderExit.FromAll 可一次全平
BUY = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));
SELL = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.SellShort));
BUY_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell, OrderExit.FromAll));
SELL_C = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover, OrderExit.FromAll));
__cBIAS = new BIAS(this, 2);
__cBIAS.Length = 5;
停損點數 *= 下單口數;
基礎停利點 *= 下單口數;
__cPrevDate = Bars.Time[0].AddDays(-1);
IInstrument cBars = BarsOfData(2);
int iIndex = -(cBars.FullSymbolData.Count - 1);
log.InfoFormat("最新歷史KBars={0}", cBars.FullSymbolData.Time[iIndex].ToString("yyyy-MM-dd HH:mm:ss"));
Output.WriteLine(string.Format("最新歷史KBars={0}", cBars.FullSymbolData.Time[iIndex].ToString("yyyy-MM-dd HH:mm:ss")));
}
protected override void OnStrategyStart()
{
bias = new BIAS(Bars, 10, BarData.Close);
AddGroups();
}
