public override void Run() { Strategy metaStrategy = new Strategy(framework, "MetaStrategy"); Instrument instrument1 = InstrumentManager.Instruments["CSCO"]; Instrument instrument2 = InstrumentManager.Instruments["MSFT"]; MyStrategy strategy = new MyStrategy(framework, "BuySell"); strategy.Instruments.Add(instrument1); strategy.Instruments.Add(instrument2); VWAP_SellSide sellSideStrategy = new VWAP_SellSide(framework, "VWAP SellSide"); strategy.ExecutionProvider = sellSideStrategy; strategy.DataProvider = sellSideStrategy; DataSimulator.DateTime1 = new DateTime(2013, 12, 01); DataSimulator.DateTime2 = new DateTime(2013, 12, 31); BarFactory.Add(instrument1, BarType.Time, 60); BarFactory.Add(instrument2, BarType.Time, 60); metaStrategy.AddStrategy(strategy); metaStrategy.AddStrategy(sellSideStrategy); this.strategy = metaStrategy; StartStrategy(); }