Class ChannelBreakout
- Namespace
- Balsam.Benchmarks
- Assembly
- Balsam.Backtester.dll
A simple channel breakout one tick above/below highest highs/lowest lows.
public class ChannelBreakout : Strategy, IStrategy- Inheritance
-
ChannelBreakout
- Implements
- Inherited Members
- Extension Methods
Properties
EntryLength
Gets/sets the channel length use to open positions.
public int EntryLength { get; set; }Property Value
ExitLength
Gets/sets the channel length used to close positions.
public int ExitLength { get; set; }Property Value
Methods
OnBarClose()
Trading logic
protected override void OnBarClose()OnStrategyStart()
Strategy setup
protected override void OnStrategyStart()