protected override void Initialize()
{
halfPeriodHigh = CreateDataSeries();
halfPeriodLow = CreateDataSeries();
filter = CreateDataSeries();
highLowRange1 = CreateDataSeries();
highLowRange2 = CreateDataSeries();
stddev = Indicators.StandardDeviation(Source, period, MovingAverageType.Simple);
}
protected override void Initialize()
{
halfPeriodHigh = CreateDataSeries();
halfPeriodLow = CreateDataSeries();
filter = CreateDataSeries();
highLowRange1 = CreateDataSeries();
highLowRange2 = CreateDataSeries();
stddev = Indicators.StandardDeviation(Source, period, MovingAverageType.Simple);
}
protected override void Initialize()
{
// Initialize and create nested indicators
movingAverage = Indicators.MovingAverage(Source, Period, MaType);
standardDeviation = Indicators.StandardDeviation(Source, Period, MaType);
}
protected override void Initialize()
{
// Initialize and create nested indicators
movingAverage = Indicators.MovingAverage(Source, Period, MaType);
standardDeviation = Indicators.StandardDeviation(Source, Period, MaType);
}
// func()
protected override void OnStart()
{
// demonstrate using indicators easier to compute in pre-build cAlgo
// code than to compute in the external system.
//rsiBase = Indicators.RelativeStrengthIndex(DataSeries, RSIPeriod);
rsi = Indicators.RelativeStrengthIndex(Source, RSIPeriod);
stdDev = Indicators.StandardDeviation(Source, RSIPeriod, MovingAverageType.Simple);
var ticktype = MarketSeries.TimeFrame.ToString();
fiName = DataDir + "\\" + "exp-" + Symbol.Code + "-" + ticktype + "-rsi" + RSIPeriod + "-stddev" + StdDevPeriod + "-bars.csv";
Print("fiName=" + fiName);
if (System.IO.Directory.Exists(DataDir) == false)
{
System.IO.Directory.CreateDirectory(DataDir);
}
if (System.IO.File.Exists(fiName) == false)
{
// generate new file with CSV header only if
// one does not already exist.
System.IO.File.WriteAllText(fiName, csvhead);
}
else
{
maxDate = get_most_recent_date(fiName);
}
Print("maxDate=" + maxDate);
// had to open file this way to prevent .net from locking it and preventing
// access by other processes when using to download live ticks.
fstream = File.Open(fiName, FileMode.Open, FileAccess.Write, FileShare.ReadWrite);
// setup to append to end of file
Print("File is Open");
fstream.Seek(0, SeekOrigin.End);
// write stream has to be created after seek due to .net wierdness
// creating with 0 prevents buffering since we want tick data
// to be available to consumers right away.
fwriter = new System.IO.StreamWriter(fstream, System.Text.Encoding.UTF8, 1);
// QUESTION: How to tell when in Backtest mode so we
// can create the stream with a large buffer and turn off
// auto flush to improve IO performance.
Print("Fwriter is created");
fwriter.AutoFlush = true;
// with autoflush true will autocleanup
// since we can not close since we may run forever
Print("done onStart()");
}
protected override void Initialize()
{
_movingAverage = Indicators.MovingAverage(Price, Period, MaType);
_standardDeviation = Indicators.StandardDeviation(Price, Period, MaType);
}
protected override void Initialize()
{
_movingAverage = Indicators.MovingAverage(Price, Period, MaType);
_standardDeviation = Indicators.StandardDeviation(Price, Period, MaType);
}
