Exemplo n.º 1
0
        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        //public override void OnTradeBar(Dictionary<string, TradeBar> data)
        {
            if (!_fast.IsReady)
            {
                Log("sma not ready - returning");
                return;
            }
            Log("SMA READY!!! :-)");

            if (!Portfolio.Invested)
            {
                //SetHoldings(_spy, 0.08);
                //SetHoldings(_spy1, 0.08);
                SetHoldings(_spy2, 0.08);
                //SetHoldings(_spy3, 0.08);
                //SetHoldings(_spy4, 0.08);
                //SetHoldings(_spy5, 0.08);
                //SetHoldings(_spy6, 0.08);
                //SetHoldings(_spy7, 0.08);
                //SetHoldings(_spy8, 0.08);
                Debug("Purchased Stock");
            }
            Log("FAST: " + _fast.ToDetailedString());
            //Log("SLOW: " + _slow.ToDetailedString());
        }