Фьючерс РТС. Стратегия N4

RTS Фьючерс. Timeframe 10min. 2015-today.

Еще две стратегии в одной, как отдельные варианты общей закономерности стратегии Фьючерс РТС. Сезонность N1

only long / with commission

Статистика

Код

1

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==17 & Clock.Now.Minute==10 &
				Bar.DateTime.DayOfWeek==DayOfWeek.Wednesday
				& Bar.DateTime.Month ==4 
					
					)
					
				{
					Buy(Qty);
				
				}
			
			}
			
			else
			
			{
				if 			
					(
				Clock.Now.Hour==23 & Clock.Now.Minute==30 			)
				{
					Sell(Qty);
					
				}
				
			}
		}
	}

}

2

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==17 & Clock.Now.Minute==10 &
				Bar.DateTime.DayOfWeek==DayOfWeek.Thursday
				& Bar.DateTime.Month ==4 )
					
				{
					Buy(Qty);
				
				}
			
			}
			
			else
			
			{
				if 			
					(
				Clock.Now.Hour==23 & Clock.Now.Minute==30 			)
				{
					Sell(Qty);
					
				}
				
			}
		}
	}

}

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