protected override void Initialize() { var instrument = Instrument.ToString().ToUpper().Replace("DEFAULT", "").Replace(" ", ""); _strikeWidth = NadexTwoHourBinaryStrikeWidthProvider.GetBinaryStrikeWidthFor(instrument); _activeOrderTracker = new MoveActiveOrderTracker(); _activeOrderTracker.PrintFunction = Print; Print(string.Format("Starting for KenCandleStickStrategy {0}", Instrument)); CalculateOnBarClose = true; //only on bar close }