/// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> /// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/> /// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/> /// <seealso cref="QCAlgorithm.SetCash(decimal)"/> public override void Initialize() { //mylog.Debug(transheader); mylog.Debug(ondataheader); //Initialize dates SetStartDate(_startDate); SetEndDate(_endDate); SetCash(22000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); Price = new RollingWindow <IndicatorDataPoint>(14); cycleSignal = new RollingWindow <IndicatorDataPoint>(14); cycle = new CyberCycle(7); Price = new RollingWindow <IndicatorDataPoint>(14); diff = new RollingWindow <IndicatorDataPoint>(20); standardDeviation = new StandardDeviation(30); fish = new InverseFisherTransform(10); fishHistory = new RollingWindow <IndicatorDataPoint>(7); fishDirectionHistory = new RollingWindow <IndicatorDataPoint>(7); }
/// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> /// <seealso cref="QCAlgorithm.SetStartDate(System.DateTime)"/> /// <seealso cref="QCAlgorithm.SetEndDate(System.DateTime)"/> /// <seealso cref="QCAlgorithm.SetCash(decimal)"/> public override void Initialize() { //mylog.Debug(transheader); mylog.Debug(ondataheader); //Initialize dates SetStartDate(_startDate); SetEndDate(_endDate); SetCash(22000); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, symbol, Resolution.Minute); Price = new RollingWindow<IndicatorDataPoint>(14); cycleSignal = new RollingWindow<IndicatorDataPoint>(14); cycle = new CyberCycle(7); Price = new RollingWindow<IndicatorDataPoint>(14); diff = new RollingWindow<IndicatorDataPoint>(20); standardDeviation = new StandardDeviation(30); fish = new InverseFisherTransform(10); fishHistory = new RollingWindow<IndicatorDataPoint>(7); fishDirectionHistory = new RollingWindow<IndicatorDataPoint>(7); }