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)); }