protected override void OnStart()
        {
            //Print("Barscount: " + Bars.Count, InfoLogLevel.Info);
            //foreach (var item in Bars)
            //{

            //}

            //Print("OnStart");

            if (rank_s == null)
            {
                rank_s = new Dictionary <string, double>();
            }

            if (rank_v == null)
            {
                rank_v = new Dictionary <string, double>();
            }

            RSL rsl = RSL(Closes[0], 27);

            rank_s[this.Instrument.Symbol] = rsl[0];

            Volatility_Levy_Stand_Dev_Mean_Average_Indicator vol = Volatility_Levy_Stand_Dev_Mean_Average_Indicator(Closes[0], 27);

            rank_v[this.Instrument.Symbol] = vol[0];
        }
Beispiel #2
0
 internal SerializedGruntTask ToSerializedGruntTask()
 {
     return(new SerializedGruntTask
     {
         Name = this.Name,
         Aliases = this.Aliases,
         Author = this.Author.ToSerializedGruntTaskAuthor(),
         Description = this.Description,
         Help = this.Help,
         Language = this.Language,
         CompatibleDotNetVersions = this.CompatibleDotNetVersions,
         Code = this.Code,
         TaskingType = this.TaskingType,
         UnsafeCompile = this.UnsafeCompile,
         TokenTask = this.TokenTask,
         Options = this.Options.OrderBy(O => O.Id).Select(O => O.ToSerializedGruntTaskOption()).ToList(),
         ReferenceSourceLibraries = this.ReferenceSourceLibraries.Select(RSL => RSL.ToSerializedReferenceSourceLibrary()).ToList(),
         ReferenceAssemblies = this.ReferenceAssemblies.Select(RA => RA.ToSerializedReferenceAssembly()).ToList(),
         EmbeddedResources = this.EmbeddedResources.Select(ER => ER.ToSerializedEmbeddedResource()).ToList()
     });
 }