public override void Initialize()
{
SetStartDate(2013, 1, 07);
SetEndDate(2013, 12, 11);
EnableAutomaticIndicatorWarmUp = true;
AddEquity("SPY", Resolution.Daily);
_arima = ARIMA("SPY", 1, 1, 1, 50);
_ar = ARIMA("SPY", 1, 1, 0, 50);
}
protected override IndicatorBase <IndicatorDataPoint> CreateIndicator()
{
var ARIMA = new AutoRegressiveIntegratedMovingAverage("ARIMA", 1, 0, 1, 50);
return(ARIMA);
}
