/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("RobbStrategy onInitialize()");
// Adding the Standard Deviation indicador to the strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
standardDeviationIndicator = new StdDevIndicator(this.Bars.Close, (int)this.GetInputParameter("Standard deviation period"), (int)this.GetInputParameter("Profit target standard deviations"));
this.AddIndicator("Standard Deviation indicator", standardDeviationIndicator);
// Adding the Bollinger Bands indicator to the strategy
// (see http://www.investopedia.com/terms/b/bollingerbands.asp)
bollingerBandsIndicator = new BBAndsIndicator(this.Bars.Close, (int)this.GetInputParameter("Bollinger Bands period"), (double)this.GetInputParameter("Upper standard deviations"), (double)this.GetInputParameter("Lower standard deviations"));
this.AddIndicator("Bollinger Bands indicator", bollingerBandsIndicator);
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("ProfitStopStochasticLongStrategy onInitialize()");
// Adding StdDev indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
stdDevIndicator = new StdDevIndicator(Bars.Close, (int)this.GetInputParameter("StdDev Period"), (int)this.GetInputParameter("StdDev Number of Deviations"));
this.AddIndicator("Std Dev indicator", stdDevIndicator);
// Adding Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic", stochasticIndicator);
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("RobbStrategy onInitialize()");
// Adding the Standard Deviation indicador to the strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
standardDeviationIndicator = new StdDevIndicator(this.Bars.Close, (int)this.GetInputParameter("Standard deviation period"), (int)this.GetInputParameter("Profit target standard deviations"));
this.AddIndicator("Standard Deviation indicator", standardDeviationIndicator);
// Adding the Bollinger Bands indicator to the strategy
// (see http://www.investopedia.com/terms/b/bollingerbands.asp)
bollingerBandsIndicator = new BBAndsIndicator(this.Bars.Close, (int)this.GetInputParameter("Bollinger Bands period"), (decimal)this.GetInputParameter("Upper standard deviations"), (decimal)this.GetInputParameter("Lower standard deviations"));
this.AddIndicator("Bollinger Bands indicator", bollingerBandsIndicator);
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("ProfitStopStochasticLongStrategy onInitialize()");
// Adding StdDev indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation)
stdDevIndicator = new StdDevIndicator(Bars.Close, (int)this.GetInputParameter("StdDev Period"), (int)this.GetInputParameter("StdDev Number of Deviations"));
this.AddIndicator("Std Dev indicator", stdDevIndicator);
// Adding Stochastic indicator to strategy
// (see http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:stochastic_oscillato)
stochasticIndicator = new StochasticIndicator(Bars.Bars, (int)this.GetInputParameter("Stochastic Period"));
this.AddIndicator("Stochastic", stochasticIndicator);
}
