public void Close()
{
// expected gain/risk: AVG (only calculated between the indicators which
// return an expected gain)
ExpectedGain = myResults.Where(r => r.ExpectedGain.HasValue).Average(r => r.ExpectedGain);
GainRiskRatio = myResults.Where(r => r.GainRiskRatio.HasValue).Average(r => r.GainRiskRatio);
Signal = myIndicator.CombinedSignalCreator.Create(myResults.Select(r => r.Signal));
Report = new CombinedIndicatorReport(this);
var allHistoricalSignals = DetailedResults.Select(r => r.Signals);
Signals = myIndicator.CombinedSignalCreator.Create(allHistoricalSignals);
}
public void Close()
{
// expected gain/risk: AVG (only calculated between the indicators which
// return an expected gain)
ExpectedGain = myResults.Where( r => r.ExpectedGain.HasValue ).Average( r => r.ExpectedGain );
GainRiskRatio = myResults.Where( r => r.GainRiskRatio.HasValue ).Average( r => r.GainRiskRatio );
Signal = myIndicator.CombinedSignalCreator.Create( myResults.Select( r => r.Signal ) );
Report = new CombinedIndicatorReport( this );
var allHistoricalSignals = DetailedResults.Select( r => r.Signals );
Signals = myIndicator.CombinedSignalCreator.Create( allHistoricalSignals );
}
