public override void destroy()
{
srStopLoss = null;
fixedPipTakeProfit = null;
percentRiskProfile = null;
breakEvenStopLoss = null;
timeOfDayFilter = null;
maCross = null;
}
public MaCrossStrategy() : base()
{
srStopLoss = new SRStopLoss(this);
fixedPipTakeProfit = new FixedPipTakeProfit(this, 40);
percentRiskProfile = new PercentRiskProfile(this, 0, 0.02, 5);
breakEvenStopLoss = new BreakEvenStopLoss(this, 20, 1);
timeOfDayFilter = new TimeOfDayFilter(this, "09:00", "23:00");
maCross = new MACross(this);
}
public MaCrossStrategy(Int64 ix) : base(ix)
{
LOG.Debug("MaCrossStrategy() called");
srStopLoss = new SRStopLoss(this);
fixedPipTakeProfit = new FixedPipTakeProfit(this, 10);
percentRiskProfile = new PercentRiskProfile(this, 0, 0.02, 5);
breakEvenStopLoss = new BreakEvenStopLoss(this, 5, 1);
timeOfDayFilter = new TimeOfDayFilter(this, new LocalTime(9,0), new LocalTime(23,0));
maCross = new MACross(this);
}