public void CalculateIndicators() { pivotPointsIndicator.CalculateLows(security, 6, 5); pivotPointsIndicator.CalculateHighs(security, 5, 4); ema = Series.EMA(sec.ClosePrices, 100); atr = Series.AverageTrueRange(sec.Bars, 20); }
public void CalculateIndicators() { pivotPointsIndicator.CalculateLows(security, 3, 3); var compressedSec = sec.CompressTo(new Interval(30, DataIntervals.MINUTE)); compressedSecurity = new SecurityTSlab(compressedSec, sec); pivotPointsIndicatorFilter.CalculateLows(compressedSecurity, 3, 3); pivotPointsIndicator.CalculateHighs(security, 3, 3); pivotPointsIndicatorFilter.CalculateHighs(compressedSecurity, 3, 3); }