Exemplo n.º 1
0
 public override void destroy()
 {
     srStopLoss         = null;
     fixedPipTakeProfit = null;
     percentRiskProfile = null;
     breakEvenStopLoss  = null;
     timeOfDayFilter    = null;
     maCross            = null;
 }
Exemplo n.º 2
0
 public MaCrossStrategy(Int64 ix) : base(ix)
 {
     LOG.Debug("MaCrossStrategy() called");
     srStopLoss         = new SRStopLoss(this);
     fixedPipTakeProfit = new FixedPipTakeProfit(this, 10);
     percentRiskProfile = new PercentRiskProfile(this, 0, 0.02, 5);
     breakEvenStopLoss  = new BreakEvenStopLoss(this, 5, 1);
     timeOfDayFilter    = new TimeOfDayFilter(this, new LocalTime(9, 0), new LocalTime(23, 0));
     maCross            = new MACross(this);
 }