Hi, I'm developing a class that'd handle the flow of trade and could handle complex orders. I declare this class with other variables in the strategy file and instantiate it in OnInitialize() routine. To be able to call EnterLong() method in the context of the strategy file I need to call it as a method of that particular strategy class. However, it is inconvenient to pass reference to host class as a parameter in a general case as it has a different type every time. Can you suggest any NT tools to resolve this? Here's snippet of the code I'm implementing:
/////////////////// strategy file ////////////////////////
public class myStrategy : Strategy
{
......
// class declaration - see below
.......
protected override void Initialize() {
.......
trade = new Trade( 10, true );
}
protected override void OnBarUpdate() {
.............
trade.placeOrder( 1, this );
}
}
/////////////////// class declaration //////////////////////////
private class Trade : Strategy {
.............
public placeOrder( int amount, myStrategy that ) {
that.EnterLong( amount, "myTrade" );
// "that" references the host strategy class here
}
}
}
I forgot to mention, other methods from this class are working fine in the same context.
/////////////////// strategy file ////////////////////////
public class myStrategy : Strategy
{
......
// class declaration - see below
.......
protected override void Initialize() {
.......
trade = new Trade( 10, true );
}
protected override void OnBarUpdate() {
.............
trade.placeOrder( 1, this );
}
}
/////////////////// class declaration //////////////////////////
private class Trade : Strategy {
.............
public placeOrder( int amount, myStrategy that ) {
that.EnterLong( amount, "myTrade" );
// "that" references the host strategy class here
}
}
}
I forgot to mention, other methods from this class are working fine in the same context.
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