Esempio n. 1
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        /// <summary>
        /// The mean reversion is the theory suggesting that prices and returns eventually move back towards the mean or average.
        /// </summary>
        public Mean_Reversion_Indicator Mean_Reversion_Indicator(IDataSeries input, System.Boolean isLongEnabled, System.Boolean isShortEnabled, System.Int32 bollinger_Period, System.Double bollinger_Standard_Deviation, System.Int32 momentum_Period, System.Int32 rSI_Period, System.Int32 rSI_Smooth, System.Int32 rSI_Level_Low, System.Int32 rSI_Level_High, System.Int32 momentum_Level_Low, System.Int32 momentum_Level_High)
        {
            if (InInitialize && input == null)
            {
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
            }

            return(LeadIndicator.Mean_Reversion_Indicator(input, isLongEnabled, isShortEnabled, bollinger_Period, bollinger_Standard_Deviation, momentum_Period, rSI_Period, rSI_Smooth, rSI_Level_Low, rSI_Level_High, momentum_Level_Low, momentum_Level_High));
        }
Esempio n. 2
0
 /// <summary>
 /// The mean reversion is the theory suggesting that prices and returns eventually move back towards the mean or average.
 /// </summary>
 public Mean_Reversion_Indicator Mean_Reversion_Indicator(IDataSeries input, System.Boolean isLongEnabled, System.Boolean isShortEnabled, System.Int32 bollinger_Period, System.Double bollinger_Standard_Deviation, System.Int32 momentum_Period, System.Int32 rSI_Period, System.Int32 rSI_Smooth, System.Int32 rSI_Level_Low, System.Int32 rSI_Level_High, System.Int32 momentum_Level_Low, System.Int32 momentum_Level_High)
 {
     return(LeadIndicator.Mean_Reversion_Indicator(input, isLongEnabled, isShortEnabled, bollinger_Period, bollinger_Standard_Deviation, momentum_Period, rSI_Period, rSI_Smooth, rSI_Level_Low, rSI_Level_High, momentum_Level_Low, momentum_Level_High));
 }