public TradingSystemPivotPointsEMA(LocalMoneyManager localMoneyManager, Account account, Security security)
{
this.localMoneyManager = localMoneyManager;
var securityTSLab = security as SecurityTSlab;
sec = securityTSLab.security;
this.security = security;
pivotPointsIndicator = new PivotPointsIndicator();
patternPivotPoints_1g2 = new PatternPivotPoints_1g2();
patternPivotPoints_1l2 = new PatternPivotPoints_1l2();
}
public TradingSystemPivotPointsTwoTimeFrames(LocalMoneyManager localMoneyManager, Account account, Security security)
{
this.localMoneyManager = localMoneyManager;
this.account = account;
var securityTSLab = security as SecurityTSlab;
sec = securityTSLab.security;
this.security = security;
pivotPointsIndicator = new PivotPointsIndicator();
pivotPointsIndicatorFilter = new PivotPointsIndicator();
patternPivotPoints_1l2g3 = new PatternPivotPoints_1l2g3();
patternPivotPoints_1g2 = new PatternPivotPoints_1g2();
patternPivotPoints_1l2 = new PatternPivotPoints_1l2();
patternPivotPoints_1g2g3 = new PatternPivotPoints_1g2g3();
patternPivotPoints_1g2l3 = new PatternPivotPoints_1g2l3();
patternPivotPoints_1l2l3 = new PatternPivotPoints_1l2l3();
}
public void Initialize(ISecurity[] securities, IContext ctx)
{
var logger = new LoggerSystem(ctx);
var securityFirst = securities.First();
if (IsLaboratory(securityFirst))
{
account = new AccountLab(securityFirst);
}
else
{
account = new AccountReal(securityFirst);
}
var securityList = new List <Security>();
this.securityFirst = new SecurityTSlab(securityFirst);
securityList.Add(this.securityFirst);
var globalMoneyManager = new GlobalMoneyManagerReal(account, riskValuePrcnt: 1.00);
globalMoneyManager.Logger = logger;
var localMoneyManagerRuble = new LocalMoneyManager(globalMoneyManager, account, Currency.Ruble);
//tradingSystems = new List<TradingSystemPivotPointsTwoTimeFrames>();
tradingSystems = new List <TradingSystemPivotPointsEMA>();
double comission;
AbsolutCommission comis;
TradingSystemPivotPointsEMA ts;
//tradingSystems.Add(new TradingSystemPivotPointsTwoTimeFrames(localMoneyManagerRuble, account, this.securityFirst));
ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, this.securityFirst);//si-5min
ts.Logger = logger;
tradingSystems.Add(ts);
comission = 1.15 * 2;
//comission = 1 * 2;
comis = new AbsolutCommission()
{
Commission = comission
};
comis.Execute(securities[0]);
////tradingSystems.Add(new TradingSystemPivotPointsTwoTimeFrames(localMoneyManagerRuble, account, new Se)curityTSlab(securities[1])));
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[1]));//sbrf-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[2]));//gazr-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[3]));//lkoh-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[4]));//mxi-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//ts = new TradingSystemPivotPointsEMA(localMoneyManagerRuble, account, new SecurityTSlab(securities[5]));//silv-5min
//tradingSystems.Add(ts);
//ts.Logger = logger;
//tradingSystems.Add(ts);
//comission = 2.02 * 2;
////comission = 2 * 2;
//comis = new AbsolutCommission() { Commission = comission };
//comis.Execute(securities[1]);
//tradingSystem.Logger = logger;
account.Logger = logger;
this.ctx = ctx;
context = new ContextTSLab(ctx);
var acc = account as AccountLab;
acc.Initialize(securityList);
}