public MortgageRateVolatilityAlphaModel( QCAlgorithmFramework algorithm, int indicatorPeriod = 15, double insightMagnitude = 0.0005, int deviations = 2, Resolution resolution = Resolution.Daily ) { // Add Quandl data for a Well's Fargo 30-year Fixed Rate mortgage _mortgageRate = algorithm.AddData <QuandlMortgagePriceColumns>("WFC/PR_GOV_30YFIXEDVA_APR").Symbol; _indicatorPeriod = indicatorPeriod; _resolution = resolution; _insightDuration = resolution.ToTimeSpan().Multiply(indicatorPeriod); _insightMagnitude = insightMagnitude; _deviations = deviations; // Add indicators for the mortgage rate -- Standard Deviation and Simple Moving Average _mortgageRateStd = algorithm.STD(_mortgageRate, _indicatorPeriod, resolution); _mortgageRateSma = algorithm.SMA(_mortgageRate, _indicatorPeriod, resolution); // Use a history call to warm-up the indicators WarmUpIndicators(algorithm); }