public override void Reset(bool popup = true)
        {
            // one day bar
            _barlisttracker = new BarListTracker(_symbols.ToArray(), 86400);
            _barlisttracker.GotNewBar += _barlisttracker_GotNewBar;

            emailsent_ = 0;
        }
示例#2
0
        /// <summary>
        /// This is called after StrategySetter updates _symbol list
        /// </summary>
        /// <param name="popup"></param>
        public override void Reset(bool popup = true)
        {
            _positiontracker = new PositionTracker(_symbols.Count);
            _barlisttracker = new BarListTracker(_symbols.ToArray(), _barinterval);
            _barlisttracker.GotNewBar += _barlisttracker_GotNewBar;

            // all are active
            _issymbolactive = Enumerable.Repeat<bool>(true, _symbols.Count).ToArray();
            // none are filled
            _waittobefilled = Enumerable.Repeat<bool>(false, _symbols.Count).ToArray();

            _transactions = 0;
        }
        public override void Reset(bool popup = true)
        {
            _positiontracker = new PositionTracker(_symbols.Count);
            _barlisttracker = new BarListTracker(_symbols.ToArray(), new int[] { _higherbarinterval, _lowerbarinterval });
            _barlisttracker.GotNewBar += _barlisttracker_GotNewBar;
            _ordertracker = new OrderTracker(10000);

            // in the none zone
            _isOBOSZone = Enumerable.Repeat<OBOSZone>(OBOSZone.None, _symbols.Count).ToArray();
            // neither bull or bear
            _isHigherTimeFrameBullBear = Enumerable.Repeat<BullBearTrend>(BullBearTrend.None, _symbols.Count).ToArray();
            // all are active
            _issymbolactive = Enumerable.Repeat<bool>(true, _symbols.Count).ToArray();
            // none are filled
            _waittobefilled = Enumerable.Repeat<bool>(false, _symbols.Count).ToArray();

            _currentorderids = Enumerable.Repeat<long>(0L, _symbols.Count).ToArray();
            _entrylevel = Enumerable.Repeat<decimal>(0m, _symbols.Count).ToArray();
            _exitlevel = Enumerable.Repeat<decimal>(0m, _symbols.Count).ToArray();

            _transactions = 0;
            _currenttime = 0;
        }