protected override void OnStartUp()
        {
            base.OnStartUp();

            //Print("OnStartUp" + Bars[0].Time);

            //Init our indicator to get code access
            this._Mean_Reversion_Indicator = new Mean_Reversion_Indicator();

            //Initalize statistic data list if this feature is enabled
            if (this.StatisticBacktesting)
            {
                this._StatisticContainer = new StatisticContainer();
            }
        }
示例#2
0
        protected override void OnStart()
        {
            base.OnStart();

            //Print("OnStartUp" + Bars[0].Timestamp);

            //Init our indicator to get code access
            this._orb_indicator = new ORB_Indicator();
            this._orb_indicator.SetData(this.Instrument);

            //Initalize Indicator parameters
            _orb_indicator.ORBMinutes            = this.ORBMinutes;
            _orb_indicator.Time_OpenRangeStartDE = this.Time_OpenRangeStartDE;
            _orb_indicator.Time_OpenRangeStartUS = this.Time_OpenRangeStartUS;
            _orb_indicator.Time_EndOfDay_DE      = this.Time_EndOfDay_DE;
            _orb_indicator.Time_EndOfDay_US      = this.Time_EndOfDay_US;

            //Initalize statistic data list if this feature is enabled
            if (this.StatisticBacktesting)
            {
                this._StatisticContainer = new StatisticContainer();
            }
        }