internal MartinGaleFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType)
: base(Range)
{
this.SampleData = inSampleData;
this.StartTime = startTime;
this.EstimationFunctionType = estFunctionType;
}
protected CommonStrategyFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(range)
{
this.SampleData = inSampleData;
this.StartTime = startTime;
this.EstimationFunctionType = estFunctionType;
this.DefaultAccount = acc;
}
internal BuyLimitAndWaitFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
public override OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc)
{
return(new BuyAndWaitFunction(inSampleData, startTime, estFunctionType, acc, base.StratergyParameterRange));
}
internal PipsovikWeekendFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
public abstract OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc);
internal InverseMartinGaleFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
public override OptimizationFunctionIntND CreateOptimizationFunctionIntND(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType)
{
return(new MartinGaleFunction(inSampleData, startTime, estFunctionType));
}
