示例#1
0
 public override void destroy()
 {
     srStopLoss = null;
     fixedPipTakeProfit = null;
     percentRiskProfile = null;
     breakEvenStopLoss = null;
     timeOfDayFilter = null;
     maCross = null;
 }
 public MaCrossStrategy() : base()
 {
     srStopLoss = new SRStopLoss(this);
     fixedPipTakeProfit = new FixedPipTakeProfit(this, 40);
     percentRiskProfile = new PercentRiskProfile(this, 0, 0.02, 5);
     breakEvenStopLoss = new BreakEvenStopLoss(this, 20, 1);
     timeOfDayFilter = new TimeOfDayFilter(this, "09:00", "23:00");
     maCross = new MACross(this);
 }
示例#3
0
 public MaCrossStrategy(Int64 ix) : base(ix)
 {
     LOG.Debug("MaCrossStrategy() called");
     srStopLoss = new SRStopLoss(this);
     fixedPipTakeProfit = new FixedPipTakeProfit(this, 10);
     percentRiskProfile = new PercentRiskProfile(this, 0, 0.02, 5);
     breakEvenStopLoss = new BreakEvenStopLoss(this, 5, 1);
     timeOfDayFilter = new TimeOfDayFilter(this, new LocalTime(9,0), new LocalTime(23,0));
     maCross = new MACross(this);
 }