public void OnData(TradeBars data)
{
if (rsi.IsReady && mom.IsReady)
{
try
{
double signal = engine.DoInference((float)mom.Current.Value, (float)rsi.Current.Value);
if (!Portfolio.Invested)
{
if (signal > 30)
{
int quantity = Decimal.ToInt32(Portfolio.Cash / data[symbol].Price);
Buy(symbol, quantity);
Debug("Purchased Stock: " + quantity + " shares");
}
}
else
{
if (signal < -10)
{
int quantity = Portfolio[symbol].Quantity;
Sell(symbol, quantity);
Debug("Sold Stock: " + quantity + " shares");
}
}
}
catch (Exception ex)
{
Debug("Ex: " + ex.Message);
Debug("## rsi: " + rsi + " mom: " + mom);
}
}
}
public void OnData(TradeBars data)
{
if (_rsi.IsReady && _mom.IsReady)
{
try
{
var signal = _engine.DoInference((float)_mom.Current.Value, (float)_rsi.Current.Value);
if (!Portfolio.Invested)
{
if (signal > 30)
{
var quantity = decimal.ToInt32(Portfolio.MarginRemaining / data[_symbol].Price);
Buy(_symbol, quantity);
Debug("Purchased Stock: " + quantity + " shares");
}
}
else
{
if (signal < -10)
{
var quantity = decimal.ToInt32(Portfolio[_symbol].Quantity);
Sell(_symbol, quantity);
Debug("Sold Stock: " + quantity + " shares");
}
}
}
catch (Exception ex)
{
Debug("Ex: " + ex.Message);
Debug("## rsi: " + _rsi + " mom: " + _mom);
}
}
}
public void Scan(QuoteBar data)
{
var filter = !_securityHolding.Invested;
double signal = _engine.DoInference((float)_rsi.Current.Value);
if (signal > 20 && filter)
{
Signal = SignalType.Short;
}
else if (signal < -20 && filter)
{
Signal = SignalType.Long;
}
else
{
Signal = SignalType.NoSignal;
}
}