public void OnInitialize() { if (IsDebug) { Log.Debug("OnInitialize()"); } Strategy.Drawing.Color = Color.Black; orders.buyMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyMarket.Type = OrderType.BuyMarket; orders.sellMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellMarket.Type = OrderType.SellMarket; orders.buyStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyStop.Type = OrderType.BuyStop; orders.sellStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellStop.Type = OrderType.SellStop; orders.buyLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyLimit.Type = OrderType.BuyLimit; orders.sellLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellLimit.Type = OrderType.SellLimit; Strategy.AddOrder(orders.buyMarket); Strategy.AddOrder(orders.sellMarket); Strategy.AddOrder(orders.buyStop); Strategy.AddOrder(orders.sellStop); Strategy.AddOrder(orders.buyLimit); Strategy.AddOrder(orders.sellLimit); }
public void OnInitialize() { if (IsTrace) { Log.Trace(Strategy.FullName + ".Initialize()"); } Strategy.Drawing.Color = Color.Black; orders.buyMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyMarket.TradeDirection = TradeDirection.Exit; orders.buyMarket.Type = OrderType.BuyMarket; orders.sellMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellMarket.TradeDirection = TradeDirection.Exit; orders.sellMarket.Type = OrderType.SellMarket; orders.buyStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyStop.Type = OrderType.BuyStop; orders.buyStop.TradeDirection = TradeDirection.Exit; orders.sellStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellStop.Type = OrderType.SellStop; orders.sellStop.TradeDirection = TradeDirection.Exit; orders.sellStop.Tag = "ExitCommon"; orders.buyLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.buyLimit.Type = OrderType.BuyLimit; orders.buyLimit.TradeDirection = TradeDirection.Exit; orders.sellLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); orders.sellLimit.Type = OrderType.SellLimit; orders.sellLimit.TradeDirection = TradeDirection.Exit; Strategy.AddOrder(orders.buyMarket); Strategy.AddOrder(orders.sellMarket); Strategy.AddOrder(orders.buyStop); Strategy.AddOrder(orders.sellStop); Strategy.AddOrder(orders.buyLimit); Strategy.AddOrder(orders.sellLimit); position = Strategy.Position; }
public void OnInitialize() { marketOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); marketOrder.TradeDirection = TradeDirection.ExitStrategy; marketOrder.Tag = "ExitStrategy"; Strategy.AddOrder(marketOrder); breakEvenBuyStopOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); breakEvenBuyStopOrder.TradeDirection = TradeDirection.ExitStrategy; breakEvenBuyStopOrder.Type = OrderType.BuyStop; breakEvenBuyStopOrder.Tag = "ExitStrategy"; Strategy.AddOrder(breakEvenBuyStopOrder); breakEvenSellStopOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); breakEvenSellStopOrder.TradeDirection = TradeDirection.ExitStrategy; breakEvenSellStopOrder.Type = OrderType.SellStop; breakEvenSellStopOrder.Tag = "ExitStrategy"; Strategy.AddOrder(breakEvenSellStopOrder); buyStopLossOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); buyStopLossOrder.TradeDirection = TradeDirection.ExitStrategy; buyStopLossOrder.Type = OrderType.BuyStop; buyStopLossOrder.Tag = "ExitStrategy"; Strategy.AddOrder(buyStopLossOrder); sellStopLossOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy); sellStopLossOrder.TradeDirection = TradeDirection.ExitStrategy; sellStopLossOrder.Type = OrderType.SellStop; sellStopLossOrder.Tag = "ExitStrategy"; Strategy.AddOrder(sellStopLossOrder); if (IsTrace) { Log.Trace(Strategy.FullName + ".Initialize()"); } Strategy.Drawing.Color = Color.Black; }