protected override void OnStrategyStart()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
bbu = new BBU(Bars, Length, K);
bbl = new BBL(Bars, Length, K);
sma = new SMA(Bars, Length);
AddGroups();
}
protected override void OnStrategyStart()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
// Set up indicators.
fastSMA = new SMA(Bars, FastSMALength);
slowSMA = new SMA(Bars, SlowSMALength);
AddGroups();
}
protected override void OnStrategyStart()
{
// Add money for current trading instrument's portfolio.
Portfolio.Account.Deposit(Clock.DateTime, MoneyForInstrument, CurrencyId.USD, "Initial allocation");
// Set up indicators.
sma1 = new SMA(Bars, Length1);
sma2 = new SMA(Bars, Length2);
AddGroups();
}
public static double Value(ISeries input, int index, int length1, int length2)
{
if (index >= length1 - 1 && index >= length2 - 1)
{
var ts = new TimeSeries();
for (var i = index - Math.Max(length1, length2) + 1; i <= index; i++)
{
ts.Add(input.GetDateTime(i), input[i, BarData.Volume]);
}
return(SMA.Value(ts, length1 - 1, length1) - SMA.Value(ts, length2 - 1, length2));
}
return(double.NaN);
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
var sma = SMA.Value(input, index, length, barData);
return(Enumerable.Range(index - length + 1, length)
.Sum(i => (sma - input[i, barData]) * (sma - input[i, barData])) / length);
}
else
{
return(double.NaN);
}
}
public static double Value(ISeries input, int index, int length, double shift, BarData barData = BarData.Close)
{
return(index < length - 1 ? double.NaN : SMA.Value(input, index, length, barData) * (1 + shift / 100.0));
}
public static double Value(ISeries input, int index, int length, double k, BarData barData = BarData.Close)
{
return(index >= length - 1
? SMA.Value(input, index, length, barData) + k * SMD.Value(input, index, length, barData)
: double.NaN);
}
public static double Value(ISeries input, int index, int length)
{
return(index < length
? double.NaN
: SMA.Value(input, index, length, BarData.Typical) - Enumerable.Range(index - length + 1, length).Reverse().Sum(i => TR.Value(input, i)) / length);
}
public static double Value(ISeries input, int index, int length1, int length2, BarData barData = BarData.Close)
{
return(index < length1 - 1 || index < length2 - 1
? double.NaN
: SMA.Value(input, index, length1, barData) - SMA.Value(input, index, length2, barData));
}
