public override void Initialize()
{
//Initialize dates
SetStartDate(_startDate);
SetEndDate(_endDate);
SetCash(_portfolioAmount);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
sig3 = new Sig3(symbol);
v = 0;
}
public void OnData(TradeBars data)
{
string comment;
sig3.nTrig = v + .1m;
sig3.orderFilled = !sig3.orderFilled;
v++;
if (v == 3m)
{
sig3.nEntryPrice = data[symbol].Close;
json = sig3.Serialize();
}
if (v > 3)
{
sig3 = new Sig3(symbol);
sig3.Deserialize(json);
}
sig3.Barcount = barcount++;
sig3.CheckSignal(data, idp(Time, data[symbol].Close), out comment);
if (v == 5m)
{
// Open a file and serialize the object into it in binary format.
// EmployeeInfo.osl is the file that we are creating.
// Note:- you can give any extension you want for your file
// If you use custom extensions, then the user will now
// that the file is associated with your program.
Stream stream = File.Open(AssemblyLocator.ExecutingDirectory() + "sig3.osl", FileMode.Create);
BinaryFormatter bformatter = new BinaryFormatter();
System.Diagnostics.Debug.WriteLine("Writing Information");
bformatter.Serialize(stream, sig3);
stream.Close();
}
if (v == 6)
{
//Open the file written above and read values from it.
Stream stream = File.Open(AssemblyLocator.ExecutingDirectory() + "sig3.osl", FileMode.Open);
var bformatter = new BinaryFormatter();
Console.WriteLine("Reading Employee Information");
sig3 = (Sig3)bformatter.Deserialize(stream);
stream.Close();
}
}
