DeltaHedgeStrategy осуществление хеджирование по нескольким пакетным стратегиям :D

var VolatilityQuoting_Call_minus1Strike_Sell = new VolatilityQuotingStrategy(new Range<decimal>((decimal)vol_Call_minus1Strike - 0.9m, (decimal)vol_Call_minus1Strike + 0.9m), OrderDirections.Sell, 4)
            {
                Volume = 2,
                Security = _SECURITY_Call_minus1Strike,
                Trader = Trader,
                Portfolio = Portfolio
            };
base.ChildStrategies.Add(VolatilityQuoting_Call_minus1Strike_Sell);

var VolatilityQuoting_Call_minus1Strike_Sell = new VolatilityQuotingStrategy(new Range<decimal>((decimal)vol_Call_minus1Strike - 0.9m, (decimal)vol_Call_minus1Strike + 0.9m), OrderDirections.Sell, 4)
            {
                Volume = 2,
                Security = _SECURITY_Call_minus1Strike,
                Trader = Trader,
                Portfolio = Portfolio
            };
var basket_Quote_Call_Sell = new BasketStrategy(BasketStrategyFinishModes.All)
              {
                  Trader = Trader,
                  Portfolio = Portfolio,
                  Volume = 1,
                  Security = _SECURITY_Call_baseStrike
              };
basket_Quote_Call_Sell.ChildStrategies.Add(VolatilityQuoting_Call_minus1Strike_Sell);


basket_Quote_Call_Sell.Start();

basket_Quote_Call_Sell.EnableRulesLog = true;