예제 #1
0
        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);
        }
예제 #2
0
        public override void OnStrategyStart()
        {
            dbbu = new DynamicBBU(lengths, Bars, 2, BarData.Close);

            Draw(dbbu, 0);
            Draw(dbbu.BBL, 0);
            Draw(dbbu.SMA, 0);
            Draw(dbbu.VAR, 2);

            Draw(lengths, 3);
        }
예제 #3
0
        public override void OnStrategyStart()
        {
            dbbu = new DynamicBBU(lengths, Bars, 2, BarData.Close);

            Draw(dbbu, 0);
            Draw(dbbu.BBL, 0);
            Draw(dbbu.SMA, 0);
            Draw(dbbu.VAR, 2);

            Draw(lengths, 3);
        }
예제 #4
0
        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();
        }