Esempi in C# (CSharp) per ZScoreSpud.standardDeviation

Esempio n. 1

File: ReverseDTD.cs Progetto: TzarIvan/ratel

        public double expectedProfit(Direction direction)
        {
            var exitLevel = direction.longShort(exitLong, exitShort);

            return(Math.Abs(zScore[0] - exitLevel) * zScore.standardDeviation() * bigPointValue());
        }