Inheritance: Indicator
Example #1
0
        protected override void OnStrategyStart()
        {
            Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");

            bbu = new BBU(Bars, Length, K);
            bbl = new BBL(Bars, Length, K);
            sma = new SMA(Bars, Length);

            AddGroups();
        }
Example #2
0
 public static double Value(ISeries input, int index, int length, double k, BarData barData = BarData.Close)
 {
     if (index >= length - 1)
     {
         var bbl = BBL.Value(input, index, length, k, barData);
         var bbu = BBU.Value(input, index, length, k, barData);
         return((input[index, barData] - bbl) / (bbu - bbl));
     }
     return(double.NaN);
 }