internal MartinGaleFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType)
     : base(Range)
 {
     this.SampleData             = inSampleData;
     this.StartTime              = startTime;
     this.EstimationFunctionType = estFunctionType;
 }
 protected CommonStrategyFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
     : base(range)
 {
     this.SampleData             = inSampleData;
     this.StartTime              = startTime;
     this.EstimationFunctionType = estFunctionType;
     this.DefaultAccount         = acc;
 }
 internal BuyLimitAndWaitFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
     : base(inSampleData, startTime, estFunctionType, acc, range)
 {
 }
 public override OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc)
 {
     return(new BuyAndWaitFunction(inSampleData, startTime, estFunctionType, acc, base.StratergyParameterRange));
 }
Example #5
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 internal PipsovikWeekendFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
     : base(inSampleData, startTime, estFunctionType, acc, range)
 {
 }
 public abstract OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc);
Example #7
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 internal InverseMartinGaleFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
     : base(inSampleData, startTime, estFunctionType, acc, range)
 {
 }
Example #8
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 public override OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType)
 {
     return(new MartinGaleFunction(inSampleData, startTime, estFunctionType));
 }