void Consolidator_DataConsolidated(object sender, Data.Market.QuoteBar e)
{
Console.WriteLine("PRICE=" + e.Price);
if (Portfolio.GetHoldingsQuantity(_Symbol) == 0)
{
if (_pendingEntry != null)
{
Transactions.CancelOrder(_pendingEntry.OrderId);
_pendingEntry = null;
}
Console.WriteLine("dev=" + _devIndicator.Current.Value);
if (_devIndicator.Current.Value < 10)
{
this.SetupOrder(e);
}
}
}
public void SetupOrder(Data.Market.QuoteBar bar)
{
//MarketOrder(contract.Symbol, 1);
_pendingEntry = this.LimitOrder(_Symbol, 1, bar.Bid.Close - _entrySpread);
}
