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| Stochastic fucntion with TimeSeries http://www.smartquant.com/forums/viewtopic.php?f=46&t=9744 |
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| Author: | dvnkng [ Wed Oct 19, 2011 5:53 am ] |
| Post subject: | Stochastic fucntion with TimeSeries |
Is there a way to put TimeSeries in Stochastic functions ? public class MyStrategy : Strategy { D_Fast dfast; D_Slow dslow; K_Fast kfast; K_Slow kslow; TimeSeries spread_series; public override void OnStrategyStart() { spread_series = new TimeSeries("msft-appl", Color.White); dfast = new D_Fast(spread_series,9,1); dslow = new D_Slow(spread_series,9,1); } } |
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