Exemple #1
0
        /// <summary>
        /// Initializes a new instance of the <see cref="T:QuantModel.Indicators.HV"/> class.
        /// </summary>
        /// <param name="source">Source.</param>
        /// <param name="cycle">Cycle.</param>
        public HV(IIndicator <double> source, int cycle)
        {
            Source = source;
            Cycle  = cycle;
            var ROI = Source.ROI();

            Std         = Source.StdDev(Cycle);
            Std.Update += Std_Update;
        }