diff --git a/Program.cs b/Program.cs index fadc806..80b4e2d 100644 --- a/Program.cs +++ b/Program.cs @@ -875,7 +875,11 @@ namespace MarketData } else if(hedgeManager.IsLowerBandBreakIndicator(analysisDate, position)) { - MarketData.Generator.Model.StopLimit stopLimit = hedgeManager.EvaluateStopPriceHedge(analysisDate, position, hedgeStopLimitScalingVolatilityDays, hedgeMinDaysBetweenStopAdjustments); + MGSHConfiguration msghConfiguration = new MGSHConfiguration(); + msghConfiguration.HedgeMinDaysBetweenStopAdjustments=hedgeMinDaysBetweenStopAdjustments; + msghConfiguration.StopLimitScalingVolatilityDays=hedgeStopLimitScalingVolatilityDays; + msghConfiguration.HedgeATRMultiplier=1.00; // Check this value against what is being used in the actual config. It controls how closely the stop limit trails + MarketData.Generator.Model.StopLimit stopLimit = hedgeManager.EvaluateStopPriceHedge(analysisDate, position, msghConfiguration); if(null != stopLimit)StopLimits.Add(stopLimit); } }