protected override void OnStrategyStart() { // barChartGroup = new Group("Bars"); barChartGroup.Add("Pad", 0); barChartGroup.Add("SelectorKey", Instrument.Symbol); // fillChartGroup = new Group("Fills"); fillChartGroup.Add("Pad", 0); fillChartGroup.Add("SelectorKey", Instrument.Symbol); // GroupManager.Add(barChartGroup); GroupManager.Add(fillChartGroup); }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); // Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", Instrument.Legs.Count + 1); equityGroup.Add("SelectorKey", Instrument.Symbol); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); }
public override object Read(BinaryReader reader, byte version) { var gname = reader.ReadString(); var id = reader.ReadInt32(); var group = new Group(gname); group.Id = id; int count = reader.ReadInt32(); for (int i = 0; i < count; ++i) { var name = reader.ReadString(); var type = reader.ReadByte(); object obj = this.streamerManager.Deserialize(reader); group.Add(name, type, obj); } return group; }
public override object Read(BinaryReader reader, byte version) { var gname = reader.ReadString(); var id = reader.ReadInt32(); var group = new Group(gname); group.Id = id; int count = reader.ReadInt32(); for (int i = 0; i < count; ++i) { var name = reader.ReadString(); var type = reader.ReadByte(); object obj = this.streamerManager.Deserialize(reader); group.Add(name, type, obj); } return(group); }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); // Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", 1); equityGroup.Add("SelectorKey", Instrument.Symbol); // Create BBU group. bbuGroup = new Group("BBU"); bbuGroup.Add("Pad", 0); bbuGroup.Add("SelectorKey", Instrument.Symbol); bbuGroup.Add("Color", Color.Blue); // Create BBL group. bblGroup = new Group("BBL"); bblGroup.Add("Pad", 0); bblGroup.Add("SelectorKey", Instrument.Symbol); bblGroup.Add("Color", Color.Blue); // Create SMA group. smaGroup = new Group("SMA"); smaGroup.Add("Pad", 0); smaGroup.Add("SelectorKey", Instrument.Symbol); smaGroup.Add("Color", Color.Yellow); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); GroupManager.Add(bbuGroup); GroupManager.Add(bblGroup); GroupManager.Add(smaGroup); }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); // Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", 1); equityGroup.Add("SelectorKey", Instrument.Symbol); // Create channel's highest values group. highestGroup = new Group("Highest"); highestGroup.Add("Pad", 0); highestGroup.Add("SelectorKey", Instrument.Symbol); highestGroup.Add("Color", Color.Green); // Create channel's lowest values group. lowestGroup = new Group("Lowest"); lowestGroup.Add("Pad", 0); lowestGroup.Add("SelectorKey", Instrument.Symbol); lowestGroup.Add("Color", Color.Red); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); GroupManager.Add(highestGroup); GroupManager.Add(lowestGroup); }
private void AddGroups() { int pad = 0; foreach (Leg leg in spread.Legs) { ++pad; groups[leg.Instrument] = new Group[2]; // Create bars group. Group barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.Int32, pad); barsGroup.Add("SelectorKey", DataObjectType.String, spread.Symbol); // Create fills group. Group fillGroup = new Group("Fills"); fillGroup.Add("Pad", DataObjectType.Int32, pad); fillGroup.Add("SelectorKey", DataObjectType.String, spread.Symbol); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); groups[leg.Instrument][0] = barsGroup; groups[leg.Instrument][1] = fillGroup; } }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); // Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", 2); equityGroup.Add("SelectorKey", Instrument.Symbol); // Create RSI values group. rsiGroup = new Group("RSI"); rsiGroup.Add("Pad", 1); rsiGroup.Add("SelectorKey", Instrument.Symbol); rsiGroup.Add("Color", Color.Blue); // Create BuyLevel values group. buyLevelGroup = new Group("BuyLevel"); buyLevelGroup.Add("Pad", 1); buyLevelGroup.Add("SelectorKey", Instrument.Symbol); buyLevelGroup.Add("Color", Color.Red); // Create SellLevel values group. sellLevelGroup = new Group("SellLevel"); sellLevelGroup.Add("Pad", 1); sellLevelGroup.Add("SelectorKey", Instrument.Symbol); sellLevelGroup.Add("Color", Color.Red); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); GroupManager.Add(rsiGroup); GroupManager.Add(buyLevelGroup); GroupManager.Add(sellLevelGroup); }
protected override void OnStrategyStart() { // barChartGroup = new Group("Bars"); barChartGroup.Add("Pad", DataObjectType.Int, 0); barChartGroup.Add("SelectorKey", DataObjectType.String, "VWAP " + Instrument.Symbol); // fillChartGroup = new Group("Fills"); fillChartGroup.Add("Pad", DataObjectType.Int, 0); fillChartGroup.Add("SelectorKey", DataObjectType.String, "VWAP " + Instrument.Symbol); // GroupManager.Add(barChartGroup); GroupManager.Add(fillChartGroup); }
private void AddGroups() { // Create bars group. Group barGroup = new Group("Bars"); barGroup.Add("Pad", DataObjectType.Int, legIndex + 2); barGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol); // Create fills group. Group fillGroup = new Group("Fills"); fillGroup.Add("Pad", DataObjectType.Int, legIndex + 2); fillGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol); // Add groups to manager. GroupManager.Add(fillGroup); GroupManager.Add(barGroup); // Add groups to dictionary. fillGroups[currentFuturesContract] = fillGroup; barsGroups[currentFuturesContract] = barGroup; }
public override void OnStrategyStart() { barsChartGroup = new Group("Bars"); barsChartGroup.Add("Pad", 0); barsChartGroup.Add("SelectorKey", Instrument.Symbol); // add fill group fillChartGroup = new Group("Fills"); fillChartGroup.Add("Pad", 0); fillChartGroup.Add("SelectorKey", Instrument.Symbol); // add equity group equityChartGroup = new Group("Equity"); equityChartGroup.Add("Pad", 1); equityChartGroup.Add("SelectorKey", Instrument.Symbol); // register groups GroupManager.Add(barsChartGroup); GroupManager.Add(fillChartGroup); GroupManager.Add(equityChartGroup); }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); // Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", 1); equityGroup.Add("SelectorKey", Instrument.Symbol); // Create fast sma values group. fastSmaGroup = new Group("FastSMA"); fastSmaGroup.Add("Pad", 0); fastSmaGroup.Add("SelectorKey", Instrument.Symbol); fastSmaGroup.Add("Color", Color.Green); // Create slow sma values group. slowSmaGroup = new Group("SlowSMA"); slowSmaGroup.Add("Pad", 0); slowSmaGroup.Add("SelectorKey", Instrument.Symbol); slowSmaGroup.Add("Color", Color.Red); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); GroupManager.Add(fastSmaGroup); GroupManager.Add(slowSmaGroup); }
private void AddGroups() { // Create bars group. barsGroup = new Group("Bars"); barsGroup.Add("Pad", DataObjectType.String, 0); barsGroup.Add("SelectorKey", Instrument.Symbol); //// Create fills group. fillGroup = new Group("Fills"); fillGroup.Add("Pad", 0); fillGroup.Add("SelectorKey", Instrument.Symbol); // Create equity group. equityGroup = new Group("Equity"); equityGroup.Add("Pad", 1); equityGroup.Add("SelectorKey", Instrument.Symbol); // Create sma1 values group. sma1Group = new Group("SMA1"); sma1Group.Add("Pad", 0); sma1Group.Add("SelectorKey", Instrument.Symbol); sma1Group.Add("Color", Color.Green); // Create sma2 values group. sma2Group = new Group("SMA2"); sma2Group.Add("Pad", 0); sma2Group.Add("SelectorKey", Instrument.Symbol); sma2Group.Add("Color", Color.Red); // Create log monitor groups. closeMonitorGroup = new Group("Close"); closeMonitorGroup.Add("LogName", "Close"); closeMonitorGroup.Add("StrategyName", "MyStrategy"); closeMonitorGroup.Add("Symbol", Instrument.Symbol); openMonitorGroup = new Group("Open"); openMonitorGroup.Add("LogName", "Open"); openMonitorGroup.Add("StrategyName", "MyStrategy"); openMonitorGroup.Add("Symbol", Instrument.Symbol); positionMonitorGroup = new Group("Position"); positionMonitorGroup.Add("LogName", "Position"); positionMonitorGroup.Add("StrategyName", "MyStrategy"); positionMonitorGroup.Add("Symbol", Instrument.Symbol); // Add groups to manager. GroupManager.Add(barsGroup); GroupManager.Add(fillGroup); GroupManager.Add(equityGroup); GroupManager.Add(sma1Group); GroupManager.Add(sma2Group); GroupManager.Add(closeMonitorGroup); GroupManager.Add(openMonitorGroup); GroupManager.Add(positionMonitorGroup); }