public override void Initialize()
{
SetStartDate(2015, 01, 01); //Set Start Date
SetEndDate(2015, 06, 30); //Set End Date
SetCash(100000); //Set Strategy Cash
AddEquity(_symbol, Resolution.Daily);
_rsi = RSI(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
_mom = MOM(_symbol, 10, Resolution.Daily, Field.Close);
_engine = new FuzzyEngine();
}
public override void Initialize()
{
SetStartDate(2016, 01, 01); //Set Start Date
SetEndDate(2016, 06, 30); //Set End Date
SetCash(100000); //Set Strategy Cash
AddEquity(symbol, Resolution.Daily);
rsi = RSI(symbol, 14, MovingAverageType.Simple, Resolution.Daily);
mom = MOM(symbol, 10, Resolution.Daily, Field.Close);
engine = new FuzzyEngine();
}