Hi,
I have difficulities understanding the moments on which my algorithm trades. For some reason I generate too much data so I thought to render the data only when a trade/ change has happend. But I do not get my portfolio out for futures. The quantity does not appear to be 0,1 or -1. I am using the online editor so hard to set a breakpoint or to have intellisense for the methods to be used.
Help appreciated.
J.
if(_previousPortfolio != null)
{
//Dictionary<Symbol, SecurityHolding>
foreach (var holding in Portfolio.Values)
{
if(holding != null)
{
foreach (var previousHolding in _previousPortfolio.Values)
{
if(previousHolding != null)
{
if(holding.Quantity != previousHolding.Quantity)// ||
// futureHolding.IsLong != previousFutureHolding.IsLong ||
//futureHolding.IsShort != previousFutureHolding.IsShort)
{
Log("Holdings Changed");
Plot("Indicator Signal", "Trend", IsDownTrend ? -1 : IsUpTrend ? 1 : 0);
Plot("Holdings", "Qty", holding.Quantity);
Plot("Data", "Price", _price);
Plot("Data", _fast, _slow);
}
}
}
}
}
}
_previousPortfolio = Portfolio;
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