protected override void Create(){
m_linearregvalue1 = new LinearRegValue(this);
m_linreg = new VariableSeries<Double>(this);
Plot1 =
AddPlot(new PlotAttributes("LinReg", 0, Color.Yellow,
Color.Empty, 0, 0, true));
}
protected override void Create()
{
m_linearregvalue1 = new LinearRegValue(this);
m_linreg = new VariableSeries <Double>(this);
Plot1 =
AddPlot(new PlotAttributes("LinReg", 0, Color.Yellow,
Color.Empty, 0, 0, true));
}
protected override void Create(){
m_linearregvalue1 = new LinearRegValue(this);
m_linearregvalue2 = new LinearRegValue(this);
m_linearregvalue3 = new LinearRegValue(this);
m_linearregvalue4 = new LinearRegValue(this);
m_linearregvalue5 = new LinearRegValue(this);
m_linearregvalue6 = new LinearRegValue(this);
m_tllrv = new VariableObject<ITrendLineObject>(this);
m_flag = new VariableObject<int>(this);
}
protected override void Create()
{
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
current_regression = new LinearRegValue(this);
deviation = new VariableSeries <double>(this);
}
protected override void Create()
{
m_linearregvalue1 = new LinearRegValue(this);
m_linearregvalue2 = new LinearRegValue(this);
m_linearregvalue3 = new LinearRegValue(this);
m_linearregvalue4 = new LinearRegValue(this);
m_linearregvalue5 = new LinearRegValue(this);
m_linearregvalue6 = new LinearRegValue(this);
m_tllrv = new VariableObject <ITrendLineObject>(this);
m_flag = new VariableObject <int>(this);
}
protected override void Create()
{
m_linearregvalue1 = new LinearRegValue(this);
m_stderror1 = new StdError(this);
m_linregvalue = new VariableSeries <Double>(this);
m_lowerband = new VariableSeries <Double>(this);
m_upperband = new VariableSeries <Double>(this);
Plot1 =
AddPlot(new PlotAttributes("UpperBand", 0, Color.Yellow,
Color.Empty, 0, 0, true));
Plot2 =
AddPlot(new PlotAttributes("LowerBand", 0, Color.Blue,
Color.Empty, 0, 0, true));
Plot3 =
AddPlot(new PlotAttributes("MidLine", 0, Color.Gray,
Color.Empty, 0, 0, true));
}
protected override void Create()
{
current_regression = new LinearRegValue(this);
past_regression = new LinearRegValue(this);
stdev = new StandardDeviation(this);
slope_roc = new VariableSeries <double>(this, regression_length);
long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
close_long_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Sell));
close_short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.BuyToCover));
enable_long = true;
enable_short = true;
regression_length = 250;
bias_reset_zscore = 0.25;
take_profit_zscore = 0.85;
zscore_multiple = 10;
trade_enabled = true;
}
