Esempio n. 1
0
        public override decimal Calculate(ITimeSeries series, Trade trade)
        {
            ITradingRecord fakeRecord = new BaseTradingRecord();

            fakeRecord.Enter(series.GetBeginIndex());
            fakeRecord.Exit(series.GetEndIndex());

            return(_criterion.Calculate(series, trade) / _criterion.Calculate(series, fakeRecord));
        }