protected override decimal OnAdd(Trade value)
{
if (value.Security.InitialMargin > 0)
{
_futures = value.Price;
}
else
{
_stock = value.Price * value.Security.LotSize;
}
if (_stock != 0 && _futures != 0)
{
return(_bollingerBandsAverage.Add(_futures - _stock));
}
return(Default);
}
protected override decimal OnAdd(Candle candle)
{
if (candle.Security.InitialMargin > 0)
{
_futures = candle.ClosePrice;
}
else
{
_stock = candle.ClosePrice * candle.Security.LotSize;
}
if (_stock != 0 && _futures != 0)
{
return(_bollingerBandsAverage.Add(_futures - _stock));
}
return(Default);
}