public static bool Activate(string strategy, decimal pnl, RollingBB indicator)
{
var day = indicator.Current.EndTime.Day;
if (_pday != day)
{
_pday = day;
if (pnl < indicator.LowerBand) // || indicator > 0)
{
_activated.Remove(strategy);
}
else if (pnl >= indicator.UpperBand)
//else if (pnl >= (indicator.UpperBand * 0.5m + indicator.LowerBand * 0.5m))
{
_activated.Add(strategy);
}
}
var value = _activated.Contains(strategy);
return(value);
}
public override void Initialize()
{
var res = TimeSpan.FromHours(1);
foreach (var s in symbols)
{
AddEquity(s, Resolution.Minute).SetLeverage(2);
// pfe[s] = new PolarisedFractalEfficiency();
// Algo.RegisterIndicator(s, pfe[s], res);
// ppfe[s] = 0;
// eit[s] = new EhlerInstantaneousTrend();
// Algo.RegisterIndicator(s, eit[s], res);
RBB[s] = new RollingBB();
Algo.RegisterIndicator(s, RBB[s], res);
// pvalue[s] = 0;
// activate[s] = false;
}
}