public void OnTick(params Tick[] t) { EMA1.HandleNextTick(t[0].AskClose); EMA2.HandleNextTick(t[0].AskClose); EMA3.HandleNextTick(t[0].AskClose); EMA4.HandleNextTick(t[0].AskClose); if (EMA1[0] < EMA2[0] && EMA1[1] > EMA2[1]) { if (_am.ExistsPositionForSymbol(t[0].Symbol)) { _am.CloseOrder(t[0]); } _am.PlaceOrder(new MarketOrder(t[0], Position.PositionSide.Short, 10000)); //Console.WriteLine("Open Short Trade at " + t[0].AskClose); } if (EMA3[0] > EMA4[0] && EMA3[1] < EMA4[1] && !_am.ExistsPositionForSymbol(t[0].Symbol)) { if (_am.ExistsPositionForSymbol(t[0].Symbol)) { _am.CloseOrder(t[0]); } _am.PlaceOrder(new MarketOrder(t[0], Position.PositionSide.Long, 10000)); //Console.WriteLine("Open Short Trade at " + t[0].AskClose); } }
public void OnTick(params Tick[] t) { EMA1.HandleNextTick(t[0].AskClose); EMA2.HandleNextTick(t[0].AskClose); if (EMA1[0] > EMA2[0] && EMA1[1] < EMA2[1] && _am.ExistsPositionForSymbol(t[0].Symbol)) { _am.CloseOrder(t[0]); //Console.WriteLine("Close short Trade at " + t[0].AskClose); } }