public void OnInitialize()
{
if (IsDebug)
{
Log.Debug("OnInitialize()");
}
Strategy.Drawing.Color = Color.Black;
orders.buyMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyMarket.Type = OrderType.BuyMarket;
orders.sellMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellMarket.Type = OrderType.SellMarket;
orders.buyStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyStop.Type = OrderType.BuyStop;
orders.sellStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellStop.Type = OrderType.SellStop;
orders.buyLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyLimit.Type = OrderType.BuyLimit;
orders.sellLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellLimit.Type = OrderType.SellLimit;
Strategy.AddOrder(orders.buyMarket);
Strategy.AddOrder(orders.sellMarket);
Strategy.AddOrder(orders.buyStop);
Strategy.AddOrder(orders.sellStop);
Strategy.AddOrder(orders.buyLimit);
Strategy.AddOrder(orders.sellLimit);
}
public void OnInitialize()
{
if (IsTrace)
{
Log.Trace(Strategy.FullName + ".Initialize()");
}
Strategy.Drawing.Color = Color.Black;
orders.buyMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyMarket.TradeDirection = TradeDirection.Exit;
orders.buyMarket.Type = OrderType.BuyMarket;
orders.sellMarket = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellMarket.TradeDirection = TradeDirection.Exit;
orders.sellMarket.Type = OrderType.SellMarket;
orders.buyStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyStop.Type = OrderType.BuyStop;
orders.buyStop.TradeDirection = TradeDirection.Exit;
orders.sellStop = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellStop.Type = OrderType.SellStop;
orders.sellStop.TradeDirection = TradeDirection.Exit;
orders.sellStop.Tag = "ExitCommon";
orders.buyLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.buyLimit.Type = OrderType.BuyLimit;
orders.buyLimit.TradeDirection = TradeDirection.Exit;
orders.sellLimit = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
orders.sellLimit.Type = OrderType.SellLimit;
orders.sellLimit.TradeDirection = TradeDirection.Exit;
Strategy.AddOrder(orders.buyMarket);
Strategy.AddOrder(orders.sellMarket);
Strategy.AddOrder(orders.buyStop);
Strategy.AddOrder(orders.sellStop);
Strategy.AddOrder(orders.buyLimit);
Strategy.AddOrder(orders.sellLimit);
position = Strategy.Position;
}
public void OnInitialize()
{
marketOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
marketOrder.TradeDirection = TradeDirection.ExitStrategy;
marketOrder.Tag = "ExitStrategy";
Strategy.AddOrder(marketOrder);
breakEvenBuyStopOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
breakEvenBuyStopOrder.TradeDirection = TradeDirection.ExitStrategy;
breakEvenBuyStopOrder.Type = OrderType.BuyStop;
breakEvenBuyStopOrder.Tag = "ExitStrategy";
Strategy.AddOrder(breakEvenBuyStopOrder);
breakEvenSellStopOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
breakEvenSellStopOrder.TradeDirection = TradeDirection.ExitStrategy;
breakEvenSellStopOrder.Type = OrderType.SellStop;
breakEvenSellStopOrder.Tag = "ExitStrategy";
Strategy.AddOrder(breakEvenSellStopOrder);
buyStopLossOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
buyStopLossOrder.TradeDirection = TradeDirection.ExitStrategy;
buyStopLossOrder.Type = OrderType.BuyStop;
buyStopLossOrder.Tag = "ExitStrategy";
Strategy.AddOrder(buyStopLossOrder);
sellStopLossOrder = Factory.Engine.LogicalOrder(Strategy.Data.SymbolInfo, Strategy);
sellStopLossOrder.TradeDirection = TradeDirection.ExitStrategy;
sellStopLossOrder.Type = OrderType.SellStop;
sellStopLossOrder.Tag = "ExitStrategy";
Strategy.AddOrder(sellStopLossOrder);
if (IsTrace)
{
Log.Trace(Strategy.FullName + ".Initialize()");
}
Strategy.Drawing.Color = Color.Black;
}
