/// <summary>
/// Run the strategy associated with this algorithm
/// </summary>
/// <param name="data">TradeBars - the data received by the OnData event</param>
private OrderSignal Strategy(TradeBars data)
{
#region "Strategy Execution"
for (int i = 0; i < signals.Length; i++)
{
signals[i] = OrderSignal.doNothing;
}
// do not run the srategy after getting flat at the end of day
if (SellOutEndOfDay(data))
{
int tradesize = Convert.ToInt32(GetBetSize(symbol));
#region iTrendStrategy
iTrendStrategy.Barcount = barcount; // for debugging
// If we are holding stock, set the entry price for the strategy
// the entry price is made absolute in the strategy to compare the the trigger
if (Portfolio[symbol].HoldStock)
{
iTrendStrategy.nEntryPrice = Portfolio[symbol].HoldingsCost / Portfolio[symbol].AbsoluteQuantity;
}
// Run the strategy only to check the signal
iTrendStrategy.maketrade = true;
iTrendStrategy.SetTradesize(tradesize);
signals[0] = iTrendStrategy.CheckSignal(data, trend.Current, out comment);
#endregion
// Execute only the selected strategy with it's signal
//if(signals[LiveSignalIndex] != OrderSignal.doNothing)
// ExecuteStrategy(symbol, signals[LiveSignalIndex], data);
#region lists
#endregion
}
#endregion
return(signals[LiveSignalIndex]);
}
