public override void RunStrategy() { CleanupFiles(); StartGUIThread(); try { Starter starter = CreateStarterCallback(); // Set run properties as in the GUI. starter.ProjectProperties.Starter.StartTime = new TimeStamp(1800, 1, 1); starter.ProjectProperties.Starter.EndTime = new TimeStamp(1990, 1, 1); starter.DataFolder = "Test\\DataCache"; starter.ProjectProperties.Starter.SetSymbols(Symbols); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Day1; starter.ProjectProperties.Engine.RealtimeOutput = false; // Set up chart starter.CreateChartCallback = new CreateChartCallback(HistoricalCreateChart); starter.ShowChartCallback = null; // Run the loader. ExampleDualSymbolLoader loader = new ExampleDualSymbolLoader(); starter.Run(loader); ShowChartCallback showChartCallback = new ShowChartCallback(HistoricalShowChart); showChartCallback(); // Get the stategy portfolio = loader.TopModel as Portfolio; fullTicksStrategy = portfolio.Strategies[0] as ExampleOrderStrategy; fourTicksStrategy = portfolio.Strategies[1] as ExampleOrderStrategy; } catch (Exception ex) { log.Error("Setup error.", ex); throw; } }
public override void RunStrategy() { CleanupFiles(null, null); StartGUIThread(); try { Starter starter = new HistoricalStarter(); // Set run properties as in the GUI. starter.ProjectProperties.Starter.StartTime = new TimeStamp(1800, 1, 1); starter.ProjectProperties.Starter.EndTime = new TimeStamp(1990, 1, 1); starter.DataFolder = "Test"; starter.ProjectProperties.Starter.SetSymbols("Daily4Sim"); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Day1; starter.CreateChartCallback = new CreateChartCallback(HistoricalCreateChart); starter.ShowChartCallback = new ShowChartCallback(HistoricalShowChart); // Run the loader. ExampleLimitOrderLoader loader = new ExampleLimitOrderLoader(); starter.Run(loader); // Get the stategy strategy = loader.TopModel as ExampleOrderStrategy; LoadTransactions(); LoadTrades(); LoadBarData(); } catch (Exception ex) { log.Error("Setup error.", ex); throw; } }
public override void RunStrategy() { CleanupFiles(); StartGUIThread(); try { Starter starter = CreateStarterCallback(); // Set run properties as in the GUI. starter.ProjectProperties.Starter.StartTime = new TimeStamp(1800, 1, 1); starter.ProjectProperties.Starter.EndTime = new TimeStamp("2010-02-24 12:58:00.000"); starter.DataFolder = "Test\\DataCache"; starter.ProjectProperties.Starter.SetSymbols(Symbols); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Minute1; starter.CreateChartCallback = new CreateChartCallback(HistoricalCreateChart); starter.ShowChartCallback = new ShowChartCallback(HistoricalShowChart); // Run the loader. TestLimitOrderLoader loader = new TestLimitOrderLoader(); starter.Run(loader); // Get the stategy strategy = loader.TopModel as ExampleOrderStrategy; LoadTransactions(); LoadTrades(); LoadBarData(); LoadStats(); } catch (Exception ex) { log.Error("Setup error.", ex); throw; } }
public override void OnLoad(ProjectProperties properties) { var strategy = new ExampleOrderStrategy(); strategy.Multiplier = 10D; TopModel = strategy; }
public override void OnLoad(ProjectProperties properties) { properties.Engine.RealtimeOutput = false; Portfolio portfolio = CreatePortfolio("Portfolio", "EntirePortfolio"); foreach (var symbol in properties.Starter.SymbolProperties) { string name = "ExampleOrderStrategy+" + symbol.Symbol; ExampleOrderStrategy strategy = (ExampleOrderStrategy)CreateStrategy("ExampleOrderStrategy", name); strategy.Multiplier = 10D; strategy.SymbolDefault = symbol.Symbol; AddDependency(portfolio, strategy); } TopModel = portfolio; }
public override void OnLoad(ProjectProperties properties) { var portfolio = new Portfolio(); var fourTicks = new ExampleOrderStrategy() { Name = "FourTicksData" }; fourTicks.SymbolDefault = properties.Starter.SymbolInfo[0].Symbol; var reversal = new ExampleReversalStrategy() { SymbolDefault = properties.Starter.SymbolInfo[0].Symbol }; AddDependency(portfolio, fourTicks); AddDependency(portfolio, reversal); portfolio.Performance.GraphTrades = false; TopModel = portfolio; }