public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
double num = 0.0;
double num2 = SMA.Value(input, index, length, barData);
for (int i = index; i > index - length; i--)
{
num += (num2 - input[i, barData]) * (num2 - input[i, barData]);
}
return(num / (double)length);
}
return(double.NaN);
}
public static double Value(ISeries input, int index, int length)
{
if (index >= length)
{
double num = 0.0;
for (int i = index - length + 1; i <= index; i++)
{
num += TR.Value(input, i);
}
num /= (double)length;
return(SMA.Value(input, index, length, BarData.Typical) - num);
}
return(double.NaN);
}
public static double Value(ISeries input, int index, int length1, int length2)
{
if (index >= length1 - 1 && index >= length2 - 1)
{
TimeSeries timeSeries = new TimeSeries();
for (int i = index - Math.Max(length1, length2) + 1; i <= index; i++)
{
timeSeries.Add(input.GetDateTime(i), input[i, BarData.Volume]);
}
double num = SMA.Value(timeSeries, length1 - 1, length1, BarData.Close);
double num2 = SMA.Value(timeSeries, length2 - 1, length2, BarData.Close);
return(num - num2);
}
return(double.NaN);
}
protected override void OnStrategyStart()
{
Portfolio.Account.Deposit(AllocationPerInstrument, CurrencyId.USD, "Initial allocation");
bbu = new BBU(Bars, Length, K);
bbl = new BBL(Bars, Length, K);
sma = new SMA(Bars, Length);
AddGroups();
}
