public override void OnStrategyStart() { TimeHelper = new TimeHelper(Instrument.Symbol); PriceHelper = new PriceHelper(Instrument.TickSize); TextParameter = new TextCommon() { OpenClose = EnumOpenClose.OPEN }; CloseTodayHelper = new CloseTodayHelper(EnumExchangeID.SHFE); DualPosition = new DualPosition(Instrument.Symbol); DualPosition.Sell.PriceHelper = PriceHelper; DualPosition.Buy.PriceHelper = PriceHelper; DualPosition.CloseTodayHelper = CloseTodayHelper; TargetPosition = 0; DualPosition.Long.Qty = 0; DualPosition.Long.QtyToday = 0; DualPosition.Short.Qty = 0; DualPosition.Short.QtyToday = 0; }