/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("CerseiStrategy onInitialize()");
// Adding a ROCR 100 indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:price_oscillators)
rocr100Indicator = new ROCR100Indicator(Bars.Close, (int)this.GetInputParameter("ROCR 100 Period"));
this.AddIndicator("ROCR 100 indicator", rocr100Indicator);
// Setting the initial acceleration for the trailing stop
acceleration = 0.02;
// Setting the initial highest close
highestClose = 0.0;
}
/// <summary>
/// Initialization method
/// </summary>
public override void OnInitialize()
{
log.Debug("CerseiStrategy onInitialize()");
// Adding a ROCR 100 indicator to strategy
// (see http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:price_oscillators)
rocr100Indicator = new ROCR100Indicator(Bars.Close, (int)this.GetInputParameter("ROCR 100 Period"));
this.AddIndicator("ROCR 100 indicator", rocr100Indicator);
// Setting the initial acceleration for the trailing stop
acceleration = 0.02m;
// Setting the initial highest close
highestClose = 0m;
}
