public SymbolData(
Security security,
int fastPeriod,
int slowPeriod,
QCAlgorithm algorithm,
Resolution resolution)
{
_algorithm = algorithm;
_security = security;
_fastConsolidator = algorithm.ResolveConsolidator(security.Symbol, resolution);
_slowConsolidator = algorithm.ResolveConsolidator(security.Symbol, resolution);
algorithm.SubscriptionManager.AddConsolidator(security.Symbol, _fastConsolidator);
algorithm.SubscriptionManager.AddConsolidator(security.Symbol, _slowConsolidator);
// create fast/slow EMAs
_fast = new ExponentialMovingAverage(security.Symbol, fastPeriod, ExponentialMovingAverage.SmoothingFactorDefault(fastPeriod));
_slow = new ExponentialMovingAverage(security.Symbol, slowPeriod, ExponentialMovingAverage.SmoothingFactorDefault(slowPeriod));
algorithm.RegisterIndicator(security.Symbol, _fast, _fastConsolidator);
algorithm.RegisterIndicator(security.Symbol, _slow, _slowConsolidator);
algorithm.WarmUpIndicator(security.Symbol, _fast, resolution);
algorithm.WarmUpIndicator(security.Symbol, _slow, resolution);
}
/// <summary>Initializes a new instance of the ExponentialMovingAverage class with the specified name and period
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the EMA</param>
public ExponentialMovingAverage(string name, int period)
: base(name)
{
_period = period;
_k = ExponentialMovingAverage.SmoothingFactorDefault(period);
}