public ThreeDucksStrategy()
        {
            _metrics = new Dictionary<string, List<SmaMetric>>();
            _signals = new Dictionary<string, StrategySignal>();
            _alerter = new SignalAlerter();
            _init_lock = new Object();

            _watchForBuy = new List<string>();
            _watchForSell = new List<string>();

            FIRST_DUCK_SECONDS = 300;
            SECOND_DUCK_SECONDS = 3600;
            THIRD_DUCK_SECONDS = 14400;
            AVERAGE_WINDOW = 60;
            DEFAULT_BUY_SIZE = 100;
        }
示例#2
0
        public ThreeDucksStrategy()
        {
            _metrics   = new Dictionary <string, List <SmaMetric> >();
            _signals   = new Dictionary <string, StrategySignal>();
            _alerter   = new SignalAlerter();
            _init_lock = new Object();

            _watchForBuy  = new List <string>();
            _watchForSell = new List <string>();

            FIRST_DUCK_SECONDS  = 300;
            SECOND_DUCK_SECONDS = 3600;
            THIRD_DUCK_SECONDS  = 14400;
            AVERAGE_WINDOW      = 60;
            DEFAULT_BUY_SIZE    = 100;
        }