Фьючерс РТС. Стратегия N1

RTS Фьючерс. Timeframe 10min. 2009-2021.

График

only long / with commission

2015-2021

only long / 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==17 & Clock.Now.Minute==10)
                    
                    
                    
                
                {
                    Buy(Qty);
                
                }
            
        

            }
            
            else
            
            
            {
                if          
                    (
        Clock.Now.Hour==23 & Clock.Now.Minute==30 )
                {
                    Sell(Qty);
                    
                }
                
            
            
            }
        }
    }

    

}