public override void Initialize()
        {
            SetStartDate(2015, 01, 01);  //Set Start Date
            SetEndDate(2015, 06, 30);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            AddEquity(_symbol, Resolution.Daily);

            _rsi = RSI(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
            _mom = MOM(_symbol, 10, Resolution.Daily, Field.Close);

            _engine = new FuzzyEngine();
        }
        public override void Initialize()
        {
            SetStartDate(2016, 01, 01);  //Set Start Date
            SetEndDate(2016, 06, 30);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            AddEquity(symbol, Resolution.Daily);

            rsi = RSI(symbol, 14, MovingAverageType.Simple, Resolution.Daily);
            mom = MOM(symbol, 10, Resolution.Daily, Field.Close);

            engine = new FuzzyEngine();
        }