public static double Value(ISeries input, int index, int length, double k, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
double num = BBL.Value(input, index, length, k, barData);
double num2 = BBU.Value(input, index, length, k, barData);
return((input[index, barData] - num) / (num2 - num));
}
return(double.NaN);
}
protected internal override void Calculate(int index)
{
if (this.calculate)
{
this.Calculate();
return;
}
double num = BBL.Value(this.input, index, this.length, this.k, this.barData);
if (!double.IsNaN(num))
{
base.Add(this.input.GetDateTime(index), num);
}
}
protected override void OnStrategyStart()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
bbu = new BBU(Bars, Length, K);
bbl = new BBL(Bars, Length, K);
sma = new SMA(Bars, Length);
AddGroups();
}
