create TradingSanguinaria strategy

[sidorovis]

This trading strategy should have

1. buy / sell signals;
2. be based on market trend, SPY correlation data, crossing of several signal like trending algorithms;
3. use hedging for several stocks with correlation;
4. use not very expensive shares (less then 100 per quote);
5. be configurable with initial capital;
6. usage possibility to not use some of signal providers (probable neural networks with coefficients of applying)

[sidorovis]

StockExecutions = input, bbs
input.loadLine = Input( e = close )
bbs.loadLine = BollingerBandsSignaliser( input, N = 3I, K = 2.15D )
EodExecutions = owsa
owsa.loadLine = OpenWhileSignalAlgorithm( bbs, P = 825.0D )

[sidorovis]

StockExecutions = input, bbs
input.loadLine = Input( e = open )
bbs.loadLine = BollingerBandsSignaliser( input, N = 49I, K = 0.1D )
EodExecutions = owsa
owsa.loadLine = OpenWhileSignalAlgorithm( bbs, P = 700.0D )

[sidorovis]

StockExecutions = input, bbs
input.loadLine = Input( e = close )
bbs.loadLine = BollingerBandsSignaliser( input, N = 4I, K = 1.01D )
EodExecutions = owsa
owsa.loadLine = OpenWhileSignalAlgorithm( bbs, P = 700.0D )