Фьючерс РТС. Стратегия N2

RTS Фьючерс. Timeframe 10min. 2010-2021.

only short / with commission

Код


using System;
using System.Drawing;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyStrategy : Strategy
{
	[Parameter("Order quantity (number of contracts to trade)")]
	double Qty = 1;

	

	public override void OnStrategyStart()
	{
		

		
	}
	public override void OnBarSlice(long size)
	{

		{
			
         
			if (!HasPosition)
			{
				//Rules
				
			 if (	Clock.Now.Hour==10 & Clock.Now.Minute==10 
				
					& Bar.DateTime.Day>=15 )
					
					
					
				
				{
					Sell(Qty);
				
				}
			
		

			}
			
			else
			
			
			{
				if 			
					(
			Clock.Now.Hour==17 & Clock.Now.Minute==00 )
				{
					Buy(Qty);
					
				}
				
			
			
			}
		}
	}

	

}