public virtual void OnSignal(Signal signal) { // noop }
public override void OnSignal(Signal signal) { if (inSession && canEntry) { if (signal.Value == +1 && !HasLongPosition(1)) { canEntry = false; Buy(1); return; } if (signal.Value == -1 && !HasShortPosition(1)) { canEntry = false; Sell(1); return; } } }