/// <summary>
/// The mean reversion is the theory suggesting that prices and returns eventually move back towards the mean or average.
/// </summary>
public Mean_Reversion_Indicator Mean_Reversion_Indicator(IDataSeries input, System.Boolean isLongEnabled, System.Boolean isShortEnabled, System.Int32 bollinger_Period, System.Double bollinger_Standard_Deviation, System.Int32 momentum_Period, System.Int32 rSI_Period, System.Int32 rSI_Smooth, System.Int32 rSI_Level_Low, System.Int32 rSI_Level_High, System.Int32 momentum_Level_Low, System.Int32 momentum_Level_High)
{
var indicator = CachedCalculationUnits.GetCachedIndicator <Mean_Reversion_Indicator>(input, i => i.IsLongEnabled == isLongEnabled && i.IsShortEnabled == isShortEnabled && i.Bollinger_Period == bollinger_Period && Math.Abs(i.Bollinger_Standard_Deviation - bollinger_Standard_Deviation) <= Double.Epsilon && i.Momentum_Period == momentum_Period && i.RSI_Period == rSI_Period && i.RSI_Smooth == rSI_Smooth && i.RSI_Level_Low == rSI_Level_Low && i.RSI_Level_High == rSI_Level_High && i.Momentum_Level_Low == momentum_Level_Low && i.Momentum_Level_High == momentum_Level_High);
if (indicator != null)
{
return(indicator);
}
indicator = new Mean_Reversion_Indicator
{
BarsRequired = BarsRequired,
CalculateOnBarClose = CalculateOnBarClose,
Input = input,
IsLongEnabled = isLongEnabled,
IsShortEnabled = isShortEnabled,
Bollinger_Period = bollinger_Period,
Bollinger_Standard_Deviation = bollinger_Standard_Deviation,
Momentum_Period = momentum_Period,
RSI_Period = rSI_Period,
RSI_Smooth = rSI_Smooth,
RSI_Level_Low = rSI_Level_Low,
RSI_Level_High = rSI_Level_High,
Momentum_Level_Low = momentum_Level_Low,
Momentum_Level_High = momentum_Level_High
};
indicator.SetUp();
CachedCalculationUnits.AddIndicator2Cache(indicator);
return(indicator);
}
protected override void OnStartUp()
{
base.OnStartUp();
//Init our indicator to get code access
this._Mean_Reversion_Indicator = new Mean_Reversion_Indicator();
}
protected override void OnStart()
{
base.OnStart();
//Init our indicator to get code access
this._Mean_Reversion_Indicator = new Mean_Reversion_Indicator();
this.ErrorOccured = false;
this.WarningOccured = false;
}
protected override void OnStartUp()
{
base.OnStartUp();
//Print("OnStartUp" + Bars[0].Time);
//Init our indicator to get code access
this._Mean_Reversion_Indicator = new Mean_Reversion_Indicator();
//Initalize statistic data list if this feature is enabled
if (this.StatisticBacktesting)
{
this._StatisticContainer = new StatisticContainer();
}
}
protected override void OnStart()
{
base.OnStart();
//Print("OnStartUp" + Bars[0].Timestamp);
//Init our indicator to get code access
this._Mean_Reversion_Indicator = new Mean_Reversion_Indicator();
////todo Initalize statistic data list if this feature is enabled
//if (this.StatisticBacktesting)
//{
// this._StatisticContainer = new StatisticContainer();
//}
this.ErrorOccured = false;
this.WarningOccured = false;
}
