/// <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);
}
