public PriceCrossingSMA(IStockDataProvider dataProvider, ISystemDataLoader dataLoader, ISlippage slippage, ICommission commission, ISystemExecutionLogger systemExecutionLogger) { _dataProvider = dataProvider; _dataLoader = dataLoader; _slippage = slippage; _commission = commission; _systemExecutionLogger = systemExecutionLogger; SystemParams.Set(PriceCrossingSMAParams.StockName, ""); SystemParams.Set(PriceCrossingSMAParams.SMAPeriod, 20); }
public BBTrend(IStockDataProvider dataProvider, ISystemDataLoader dataLoader, ISlippage slippage, ICommission commission, ISystemExecutionLogger systemExecutionLogger) { _dataProvider = dataProvider; _dataLoader = dataLoader; _slippage = slippage; _commission = commission; _systemExecutionLogger = systemExecutionLogger; SystemParams.Set(BBTrendParams.StockName, ""); SystemParams.Set(BBTrendParams.BBPeriod, 20); SystemParams.Set(BBTrendParams.BBSigmaWidth, 2f); }
public SimplexMultiFunds(IStockDataProvider dataProvider, ISystemDataLoader dataLoader, ISlippage slippage, ICommission commission, ISystemExecutionLogger systemExecutionLogger) { _dataProvider = dataProvider; _dataLoader = dataLoader; _slippage = slippage; _commission = commission; _systemExecutionLogger = systemExecutionLogger; SystemParams.Set(SimplexMultiFundsParams.AvgProfitRange, 3); SystemParams.Set(SimplexMultiFundsParams.AvgChangeRange, 6); SystemParams.Set(SimplexMultiFundsParams.AcceptableSingleDD, 0.1); SystemParams.Set(SimplexMultiFundsParams.RiskSigmaMultiplier, 2.0); SystemParams.Set(SimplexMultiFundsParams.MaxSinglePositionSize, 0.8); SystemParams.Set(SimplexMultiFundsParams.MaxPortfolioRisk, 0.8); SystemParams.Set(SimplexMultiFundsParams.TruncateBalanceToNthPlace, 3); }