protected override void OnStart()
{
base.OnStart();
//Init our indicator to get code access
this._orb_indicator = new ORB_Indicator();
this._orb_indicator.SetData(this.Instrument);
//Initalize Indicator parameters
_orb_indicator.ORBMinutes = this.ORBMinutes;
_orb_indicator.Time_OpenRangeStartDE = this.Time_OpenRangeStartDE;
_orb_indicator.Time_OpenRangeStartUS = this.Time_OpenRangeStartUS;
_orb_indicator.Time_EndOfDay_DE = this.Time_EndOfDay_DE;
_orb_indicator.Time_EndOfDay_US = this.Time_EndOfDay_US;
}
/// <summary>
/// ORB Indicator
/// </summary>
public ORB_Indicator ORB_Indicator(IDataSeries input)
{
var indicator = CachedCalculationUnits.GetCachedIndicator <ORB_Indicator>(input);
if (indicator != null)
{
return(indicator);
}
indicator = new ORB_Indicator
{
BarsRequired = BarsRequired,
CalculateOnBarClose = CalculateOnBarClose,
Input = input
};
indicator.SetUp();
CachedCalculationUnits.AddIndicator2Cache(indicator);
return(indicator);
}
protected override void OnStart()
{
base.OnStart();
//Print("OnStartUp" + Bars[0].Timestamp);
//Init our indicator to get code access
this._orb_indicator = new ORB_Indicator();
this._orb_indicator.SetData(this.Instrument);
//Initalize Indicator parameters
_orb_indicator.ORBMinutes = this.ORBMinutes;
_orb_indicator.Time_OpenRangeStartDE = this.Time_OpenRangeStartDE;
_orb_indicator.Time_OpenRangeStartUS = this.Time_OpenRangeStartUS;
_orb_indicator.Time_EndOfDay_DE = this.Time_EndOfDay_DE;
_orb_indicator.Time_EndOfDay_US = this.Time_EndOfDay_US;
//Initalize statistic data list if this feature is enabled
if (this.StatisticBacktesting)
{
this._StatisticContainer = new StatisticContainer();
}
}