private void FillCross(HistoricalData historicalData, ICustomData <double, double> a)
{
for (int i = 0; i < historicalData.Count; i++)
{
(CrossDataSeries[0] as DataSeries <double, bool>).GetHistoryValue(a.GetValueByIndex(i), i);
}
}
public override void OnUpdate(TickStatus args)
{
/*if (HistoryDataSeries.Count - 1 < period)
* return;*/
a1 = Mov(PriceType.Close, period, MAMode.EMA);
a2 = a1.GetValueByIndex(0) - (a1.GetValueByIndex(0) * percentage / 100);
a3 = a1.GetValueByIndex(0) + (a1.GetValueByIndex(0) * percentage / 100);
// Both custom series is required to be supplied by value for the algorithm
b1.GetValue(a1.GetValueByIndex(0));
b2.GetValue(a1.GetValueByIndex(0));
var k1 = Cross(a1, Ref(b2, 1));
var k2 = Cross(Ref(b1, 1), a1);
//Search index example of a logical cross over condition based on operation input and variable relations
//BarsSince(a1, InstrumentsManager.Current.DayInfo.PrevClose, Operation.Less<double>());
var s1 = BarsSince(k1) < BarsSince(k2);
var s2 = s1 ? b1 : b2;
Lines["a1"].SetValue(a1.GetValueByIndex(0));
Lines["s2"].SetValue(s2.GetValueByIndex(0));
}
