예제 #1
0
        public GenesisStrategy()
        {
            AttachIndicator("GENESIS", new Genesis(40));
            AttachIndicator("RGENESIS", new ReversalGenesis(40));
            AttachIndicator("EMA", new EMA(5));
            AttachIndicator("HVOL", new PercentileRank(80, new HistoricalVol(40)));
            AttachIndicator("ROC", new PercentileRank(400, new ROC(50)));
            AttachIndicator("GDEMA", new GDEMA(252, 0.75));

            QSP        = new QSPolyChannel();
            indNumber  = Genesis.indNumber;
            rindNumber = ReversalGenesis.indNumber;
        }
예제 #2
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파일: Genesis.cs 프로젝트: yuxi214/QuantSys
        public Genesis(int n) : base(n)
        {
            T3    = new AdaptiveSmoothing(n);
            T32   = new AdaptiveSmoothing(5 * n);
            CCI   = new CCI(n);
            WILLR = new WilliamsR(n);

            Gann     = new GannHiLo(n);
            KST      = new KST();
            CH       = new Chaikin();
            BB       = new BollingerBands();
            QChannel = new QSPolyChannel();
            FI       = new ForceIndex(30);
            PFE      = new PFE(150);
            RWI      = new RWI(30);
            AC       = new AC(10);
        }
예제 #3
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 public ChannelStrategy()
 {
     channel = new QSPolyChannel();
     AttachIndicator("EMA", new EMA(15));
     AttachIndicator("HVOL", new PercentileRank(100, new HistoricalVol(20)));
 }