/// <summary>
/// This function will be called after running a strategy
/// </summary>
protected override void OnRun()
{
if (symbol == null || account == null || symbol.ConnectionId != account.ConnectionId)
{
Log("Incorrect input parameters... Symbol or Account are not specified or they have diffent connections.", StrategyLoggingLevel.Error);
return;
}
var vendorName = Core.Connections.Connected.FirstOrDefault(c => c.Id == symbol.ConnectionId);
var isLimitSupported = Core.GetOrderType(OrderType.Limit, symbol.ConnectionId) != null;
if (!isLimitSupported && vendorName != null)
{
Log($"The '{vendorName}' doesn't support '{OrderType.Limit}' order type.", StrategyLoggingLevel.Error);
return;
}
_historicalData = symbol.GetHistory(period, Core.TimeUtils.DateTimeUtcNow); // ???
_historicalData.AddIndicator(_maIndicator);
_historicalData.AddIndicator(_rsiIndicator);
_historicalData.NewHistoryItem += this._historicalData_NewHistoryItem;
_historicalData.HistoryItemUpdated += this._historicalData_HistoryItemUpdated;
maxPeriod = new int[] { SMAPeriod, RSIPeriod }.Max();
}
protected override void OnRun()
{
if (symbol == null || account == null || symbol.ConnectionId != account.ConnectionId)
{
Log("Incorrect input parameters... Symbol or Account are not specified or they have diffent connections.", StrategyLoggingLevel.Error);
return;
}
threeMaIndicator = Core.Instance.Indicators.BuiltIn.MAS3(ShortMaPeriod, MiddleMaPeriod, LongMaPeriod, BARS_THREE_MA_INTERVAL);
historicalData = symbol.GetHistory(period, symbol.HistoryType, DateTime.UtcNow);
historicalData.AddIndicator(threeMaIndicator);
tradingState = TradingState.ExitMarket;
longOrdersCount = 0;
shortOrdersCount = 0;
maxPeriod = Enumerable.Max(new double[] { ShortMaPeriod, MiddleMaPeriod, LongMaPeriod });
symbol.NewQuote += OnNewQuote;
symbol.NewLast += OnNewLast;
}