Exemplo n.º 1
0
        public void OnTick(params Tick[] t)
        {
            EMA1.HandleNextTick(t[0].AskClose);
            EMA2.HandleNextTick(t[0].AskClose);
            EMA3.HandleNextTick(t[0].AskClose);
            EMA4.HandleNextTick(t[0].AskClose);

            if (EMA1[0] < EMA2[0] && EMA1[1] > EMA2[1])
            {
                if (_am.ExistsPositionForSymbol(t[0].Symbol))
                {
                    _am.CloseOrder(t[0]);
                }
                _am.PlaceOrder(new MarketOrder(t[0], Position.PositionSide.Short, 10000));

                //Console.WriteLine("Open Short Trade at " + t[0].AskClose);
            }

            if (EMA3[0] > EMA4[0] && EMA3[1] < EMA4[1] && !_am.ExistsPositionForSymbol(t[0].Symbol))
            {
                if (_am.ExistsPositionForSymbol(t[0].Symbol))
                {
                    _am.CloseOrder(t[0]);
                }
                _am.PlaceOrder(new MarketOrder(t[0], Position.PositionSide.Long, 10000));

                //Console.WriteLine("Open Short Trade at " + t[0].AskClose);
            }
        }
Exemplo n.º 2
0
        public void OnTick(params Tick[] t)
        {
            EMA1.HandleNextTick(t[0].AskClose);
            EMA2.HandleNextTick(t[0].AskClose);

            if (EMA1[0] > EMA2[0] && EMA1[1] < EMA2[1] && _am.ExistsPositionForSymbol(t[0].Symbol))
            {
                _am.CloseOrder(t[0]);
                //Console.WriteLine("Close short Trade at " + t[0].AskClose);
            }
        }