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PostPosted: Sun Mar 18, 2012 12:35 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Hello,

How can I calculate EMA from (High - Low)/Open in OpenQuant?

Thank you very much,

Paul


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PostPosted: Sun Mar 18, 2012 11:01 am 
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Joined: Thu Sep 20, 2007 6:43 pm
Posts: 122
Location: Poland
Hi :)

Paul Petrov wrote:
How can I calculate EMA from (High - Low)/Open in OpenQuant?


You should create your custom EMA indicator.

Regards
MaRCHeW

_________________
"Your worst day with OpenQuant is better than your best day with most of the other stuff."


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PostPosted: Sun Mar 18, 2012 12:25 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
You don't really need to bother with a custom indicator, you can simply create a TimeSeries in OnStrategyStart, create EMA indicator with this time series as input, and in OnBar do

series.Add(bar.DateTime, (bar.High - bar.Low) / bar.Close);

Cheers,
Anton


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