コード例 #1
0
 public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
 {
     if (index >= length - 1)
     {
         double num  = 0.0;
         double num2 = SMA.Value(input, index, length, barData);
         for (int i = index; i > index - length; i--)
         {
             num += (num2 - input[i, barData]) * (num2 - input[i, barData]);
         }
         return(num / (double)length);
     }
     return(double.NaN);
 }
コード例 #2
0
 public static double Value(ISeries input, int index, int length)
 {
     if (index >= length)
     {
         double num = 0.0;
         for (int i = index - length + 1; i <= index; i++)
         {
             num += TR.Value(input, i);
         }
         num /= (double)length;
         return(SMA.Value(input, index, length, BarData.Typical) - num);
     }
     return(double.NaN);
 }
コード例 #3
0
 public static double Value(ISeries input, int index, int length1, int length2)
 {
     if (index >= length1 - 1 && index >= length2 - 1)
     {
         TimeSeries timeSeries = new TimeSeries();
         for (int i = index - Math.Max(length1, length2) + 1; i <= index; i++)
         {
             timeSeries.Add(input.GetDateTime(i), input[i, BarData.Volume]);
         }
         double num  = SMA.Value(timeSeries, length1 - 1, length1, BarData.Close);
         double num2 = SMA.Value(timeSeries, length2 - 1, length2, BarData.Close);
         return(num - num2);
     }
     return(double.NaN);
 }
コード例 #4
0
ファイル: Backtest.cs プロジェクト: 28427328/SQCharts
        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();
        }