public Model(SymbolInformation symbol, Learner learner, double costOfTrades)
{
this.Symbol = symbol;
this.Learner = learner;
this.CostOfTrades = costOfTrades;
// create additional data required for features
this.High = this.Symbol.High;
this.Low = this.Symbol.Low;
this.Close = this.Symbol.Close;
this.Open = this.Symbol.Open;
this.Volume = this.Symbol.Volume;
this.Days = this.Symbol.Day;
this.Ema20 = Indicators.EMA(this.Symbol, SourceType.Close, 20);
this.Ema50 = Indicators.EMA(this.Symbol, SourceType.Close, 50);
this.Ema200 = Indicators.EMA(this.Symbol, SourceType.Close, 200);
this.RSI = Indicators.RSI(this.Close, 50).Scale(0, 100, -1.0, 1);
//this.KAMA = Indicators.KAMA(symbol, SourceType.Close, 50);
this.ST = Indicators.ST(this.Symbol, 50, 3);
(this.RelativeMACD, this.RelativeSignal) = Indicators.RelativeMACD(this.Close, 20, 200, 9, MovingAverage.EMA);
this.RelativeMACD = this.Scale(this.RelativeMACD, -0.15, 0.15);
this.RelativeSignal = this.Scale(this.RelativeSignal, -0.15, 0.15);
this.Ema20_50 = this.Scale(Indicators.RelativeDistance(this.Ema20, this.Ema50), -0.20, 0.20);
this.Ema50_200 = this.Scale(Indicators.RelativeDistance(this.Ema50, this.Ema200), -0.20, 0.20);
this.Ema50_Close = this.Scale(Indicators.RelativeDistance(this.Ema50, this.Close), -0.40, 0.40);
this.St_Close = this.Scale(Indicators.RelativeDistance(this.ST, this.Close), -0.30, 0.30);
this.Vola = this.Scale(Indicators.VOLA(this.Symbol, SourceType.Close, 30, 250), 0, 0.7);
this.obos = this.Scale(Indicators.OBOS(this.Symbol, 50), 0, 100);
var(elrBullish, elrBearish) = Indicators.ELR(this.Symbol, 50);
this.bullish = this.Scale(Indicators.Ratio(elrBullish, this.Close), -0.10, 0.10);
this.bearish = this.Scale(Indicators.Ratio(elrBearish, this.Close), -0.10, 0.101);
var(dmi, diPlus, diMinus) = Indicators.DMI(this.Symbol, 50);
this.dmi = this.Scale(dmi, 0, 100);
this.diPlus = this.Scale(diPlus, 0, 100);
this.diMinus = this.Scale(diMinus, 0, 100);
this.DayOfWeek = Scale(Indicators.DayOfWeek(symbol), 0, 6);
this.Month = Scale(Indicators.Month(symbol), 1, 12);
this.RelMacdSignal = this.Scale(Indicators.Distance(RelativeMACD, RelativeSignal), -0.1, 0.1);
//var corr = new PearsonCorrelation();
//var sim = corr.Similarity(this.Ema20, this.Ema20);
}
