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(); } }
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(); } }