public override void OnLoad(ProjectProperties properties) { var strategies = new List <Strategy>(); foreach (var symbol in properties.Starter.SymbolProperties) { symbol.LimitOrderQuoteSimulation = LimitOrderQuoteSimulation.OppositeQuoteTouch; var strategy = new SimplexStrategy(); strategy.SymbolDefault = symbol.Symbol; strategy.IsActive = true; strategy.IsVisible = true; strategies.Add(strategy); } if (strategies.Count == 1) { TopModel = strategies[0]; } else { var portfolio = new Portfolio(); foreach (var strategy in strategies) { portfolio.AddDependency(strategy); } TopModel = portfolio; } }
public override void OnInitialize() { Performance.Equity.GraphEquity = true; gbpUsd = Strategies[0] as SimplexStrategy; gbpUsd.Name = "Simplex Strategy"; gbpUsd.GetHedgePosition = GetGbpUsd; gbpUsd.GetRatio = GetRatio; eurUsd = Strategies[1] as SimplexStrategy; eurUsd.Name = "Simplex Strategy"; eurUsd.GetHedgePosition = GetEurUsd; eurUsd.GetRatio = GetRatio; eurGbp = Strategies[2] as SimplexStrategy; eurGbp.Name = "Simplex Strategy"; eurGbp.GetHedgePosition = GetEurGbp; eurGbp.GetRatio = GetRatio; }