Exemple #1
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 protected override void Initialize()
 {
     _StdDev   = Indicators.StandardDeviation(MarketSeries.Close, Period, MovingAverageType.Simple);
     _LinReg   = Indicators.LinearRegressionForecast(MarketSeries.Close, Period);
     _Range    = CreateDataSeries();
     _Baseline = Indicators.SimpleMovingAverage(_Range, Period);
 }
Exemple #2
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 protected override void Initialize()
 {
     _StdDev = Indicators.StandardDeviation(MarketSeries.Close, Period, MovingAverageType.Simple);
     _LinReg = Indicators.LinearRegressionForecast(MarketSeries.Close, Period);
     _Range = CreateDataSeries();
     _Baseline = Indicators.SimpleMovingAverage(_Range, Period);
 }
Exemple #3
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        protected override void Initialize()
        {
            lrf = Indicators.LinearRegressionForecast(Source, LRFperiod);
            ma  = Indicators.SimpleMovingAverage(lrf.Result, MAperiod);

            psar = Indicators.ParabolicSAR(minAF, maxAF);

            diff     = CreateDataSeries();
            zsma     = Indicators.TimeSeriesMovingAverage(diff, ZSperiod);
            zsstddev = Indicators.StandardDeviation(diff, ZSperiod, MovingAverageType.Simple);
        }
 protected override void Initialize()
 {
     lrf = Indicators.LinearRegressionForecast(Source, LRFperiod);
     ma  = Indicators.SimpleMovingAverage(lrf.Result, MAperiod);
     //diff = Indicators.GetIndicator<_Difference>(lrf.Result, ma.Result);
     //for (int i = 0; i < lrf.Result.Count; i++)
     //{
     //    diff.Result[i] = lrf.Result[i] - ma.Result[i];
     //}
     diff     = CreateDataSeries();
     zsma     = Indicators.TimeSeriesMovingAverage(diff, ZSperiod);
     zsstddev = Indicators.StandardDeviation(diff, ZSperiod, MovingAverageType.Simple);
 }
 protected override void Initialize()
 {
     lrf     = Indicators.LinearRegressionForecast(Source, Period);
     digital = CreateDataSeries();
     ma      = Indicators.TimeSeriesMovingAverage(digital, Lag);
 }
Exemple #6
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 protected override void OnStart()
 {
     LRFFast = Indicators.LinearRegressionForecast(Source, PeriodFast);
     LRFSlow = Indicators.LinearRegressionForecast(Source, PeriodSlow);
 }