/// <summary>
/// Initializes a new instance of the <see cref="MASrategy"/> class.
/// Constructs a Moving Average strategy based on the long and short MA strategy
/// parameters:
/// If MA short > MA long => Buy
/// If MA long > MA short => Sell
/// </summary>
/// <param name="maShortLevel">ex 25</param>
/// <param name="maLongLevel">ex 100</param>
/// <param name="amount">Amount invested in strategy</param>
/// <param name="takeProfitInBps">PnL at which we take profit and close position</param>
public MAStrategy(int maShortLevel, int maLongLevel, double amount, double takeProfitInBps)
: base(takeProfitInBps, amount)
{
this._shortLevel = maShortLevel;
this._longLevel = maLongLevel;
this._longPricesHistory = new FIFODoubleArray(this._longLevel);
this._shortPricesHistory = new FIFODoubleArray(this._shortLevel);
}
/// <summary>
/// Initializes a new instance of the <see cref="MASrategy"/> class.
/// Constructs a Moving Average strategy based on the long and short MA strategy
/// parameters:
/// If mean + std_inf * std > closing price => Buy
/// If closing price > mean + std_sup * std => Sell
/// </summary>
/// <param name="maShortLevel">ex 25</param>
/// <param name="maUpperBound">ex 2</param>
/// <param name="maLowerBound">ex 2</param>
/// <param name="amount">Amount invested in strategy</param>
/// <param name="takeProfitInBps">PnL at which we take profit and close position</param>
public BollingerStrategy(int bolShortLevel, double bolUpperBound, double bolLowerBound,
double amount, double takeProfitInBps)
: base(takeProfitInBps, amount)
{
this._shortLevel = bolShortLevel;
this._upperBound = bolUpperBound;
this._lowerBound = bolLowerBound;
this._shortPricesHistory = new FIFODoubleArray(this._shortLevel);
}
