public override void OnStrategyStart() { base.OnStrategyStart(); // 测试用,自定义交易时间,仿真或实盘时可删除 base.TimeHelper = new TimeHelper(new int[] { 0, 2400 }, 2100, 1458); base.TargetPosition = 0; base.DualPosition.Long.Qty = 0; base.DualPosition.Short.Qty = 0; bars86400 = GetBars(BarType.Time, 86400); smd30 = new SMD(bars86400, 30); lbd = new LookBackDays(smd30, lookBackDays, floorAmt, ceilingAmt); dbbu = new DynamicBBU(lbd, bars86400, bolBandTrig, BarData.Close); Draw(smd30, 2); Draw(lbd, 3); Draw(dbbu.SMA, 0); Draw(dbbu.BBL, 0); Draw(dbbu, 0); upBandSeries = new TimeSeries("upBandSeries"); dnBandSeries = new TimeSeries("dnBandSeries"); buyPointSeries = new TimeSeries("buyPointSeries"); sellPointSeries = new TimeSeries("sellPointSeries"); upBandSeries.Color = Color.Red; dnBandSeries.Color = Color.Red; Draw(upBandSeries, 0); Draw(dnBandSeries, 0); Draw(buyPointSeries, 0); Draw(sellPointSeries, 0); base.OnStrategyStart(); }
public override void OnStrategyStart() { bars86400 = GetBars(BarType.Time, 86400); smd30 = new SMD(bars86400, 30); lbd = new LookBackDays(smd30, lookBackDays, floorAmt, ceilingAmt); dbbu = new DynamicBBU(lbd, bars86400, bolBandTrig, BarData.Close); Draw(smd30, 2); Draw(lbd, 3); Draw(dbbu.SMA, 0); Draw(dbbu.BBL, 0); Draw(dbbu, 0); upBandSeries = new TimeSeries("upBandSeries"); dnBandSeries = new TimeSeries("dnBandSeries"); buyPointSeries = new TimeSeries("buyPointSeries"); sellPointSeries = new TimeSeries("sellPointSeries"); upBandSeries.Color = Color.Red; dnBandSeries.Color = Color.Red; Draw(upBandSeries, 0); Draw(dnBandSeries, 0); Draw(buyPointSeries, 0); Draw(sellPointSeries, 0); }