Setup()

Use the Setup method to connect the strategy with data streams and indicators.

The role of the Setup method is to define the connection of the strategy with data and indicators. For this, the method has two objects with which you are able to access data from the Data Marketplace (through DataMarketplace object) and indicators from the Indicators Marketplace (through IndicatorsMarketplace object).

Parameters

Name

Type

Description

data

DataMarketplace

Object for accessing the historical data which you want to use in the strategy.

indicators

IndicatorsMarketplace

Object for accessing indicators and algorithms from the indicators marketplace which you want to use in the strategy.

Example

// Connecting strategy with selected indicators and data streams
public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators)
{
    hourlyBars = data.Bars(BarPeriodType.Hour, 1).WithOffset(25);
    sma = indicators.SMA(14).OnSeries(hourlyBars.Close);
}

using Signals.DataSeries.Bars;
using Signals.Framework;
using Signals.Indicators.SMA;

public class MyStrategy : SingleMarketStrategy
{
    private Bars hourlyBars;
    private SMA smaSlow;
    private SMA smaFast;

    public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators)
    {
        hourlyBars = data.Bars(BarPeriodType.Hour, 1).WithOffset(25);
        smaSlow = indicators.SMA(25).OnSeries(hourlyBars.Close);
        smaFast = indicators.SMA(10).OnSeries(hourlyBars.Close);
    }

    public override void RegisterActions()
    {
        // Here goes your strategy logic
    }
}

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Last updated 6 years ago

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