protected override void OnStart()
{
hv = Indicators.HistoricalVolatility(MarketSeries.Close, hvPeriod, hvBarHistory);
LowerBound = UpperBound - MaxPosition * PipStep * Symbol.PipSize;
Positions.Closed += PositionsOnClosed;
DrawGridLine(UpperBound);
// use index as zone +1
Inventory = new int[MaxPosition + 1];
}
public string ToCsv()
{
return($"F,{Symbol},{ExchangeId},{PE.ToInvariantString()},{AverageVolume.ToInvariantString()},{FiftyTwoWeekHigh.ToInvariantString()}," +
$"{FiftyTwoWeekLow.ToInvariantString()},{CalendarYearHigh.ToInvariantString()},{CalendarYearLow.ToInvariantString()},{DividendYield.ToInvariantString()}," +
$"{DividendAmount.ToInvariantString()},{DividendRate.ToInvariantString()},{PayDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{ExDividendDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{CurrentYearEarningsPerShare.ToInvariantString()},{NextYearEarningsPerShare.ToInvariantString()},{FiveYearGrowthPercentage.ToInvariantString()}," +
$"{FiscalYearEnd.ToInvariantString()},{CompanyName},{RootOptionSymbol},{PercentHeldByInstitutions.ToInvariantString()}," +
$"{Beta.ToInvariantString()},{Leaps},{CurrentAssets.ToInvariantString()},{CurrentLiabilities.ToInvariantString()}," +
$"{BalanceSheetDate.ToInvariantString(FundamentalDateTimeFormat)},{LongTermDebt.ToInvariantString()},{CommonSharesOutstanding.ToInvariantString()}," +
$"{SplitFactor1},{SplitFactor2},{FormatCode},{Precision.ToInvariantString()},{SIC.ToInvariantString()}," +
$"{HistoricalVolatility.ToInvariantString()},{SecurityType},{ListedMarket},{FiftyTwoWeekHighDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{FiftyTwoWeekLowDate.ToInvariantString(FundamentalDateTimeFormat)},{CalendarYearHighDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{CalendarYearLowDate.ToInvariantString(FundamentalDateTimeFormat)},{YearEndClose.ToInvariantString()},{MaturityDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{CouponRate.ToInvariantString()},{ExpirationDate.ToInvariantString(FundamentalDateTimeFormat)},{StrikePrice.ToInvariantString()}," +
$"{NAICS.ToInvariantString()},{ExchangeRoot},{OptionsPremiumMultiplier.ToInvariantString()},{OptionsMultipleDeliverables.ToInvariantString()}," +
$"{SessionOpenTime.ToInvariantString(FundamentalTimeSpanFormat)},{SessionCloseTime.ToInvariantString(FundamentalTimeSpanFormat)}," +
$"{BaseCurrency},{ContractSize},{ContractMonths},{MinimumTickSize.ToInvariantString()},{FirstDeliveryDate.ToInvariantString(FundamentalDateTimeFormat)}," +
$"{FIGI},{SecuritySubType.ToInvariantString()}");
}
