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public class Lalgo : Strategy { #region Variables private string filename; private bool init = true; private int outputsize = 1; private int inputsize = 50; private BasicNetwork network; private BasicNeuralData present; private BasicNeuralData predict; private double[] input; #endregion /// <summary> /// /// </summary> protected override void Initialize() { CalculateOnBarClose = true; if (init == true) { Ignite(); } } /// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { input = new double[network.InputLayer.NeuronCount]; for (int i = 1; i < InputSize + 1; i++) { input[i] = Close[i+1] - Close[i]; i++; input[i] = RSI(14, 3)[i]; i++; input[i] = Stochastics(7, 14, 3).K[i]; i++; input[i] = Stochastics(7, 14, 3).D[i]; i++; input[i] = ADX(14)[i]; i++; input[i] = OBV()[i]; //i++; //input[i] = ToTime(Time[i]); } Print("Before predict"); predict = network.Compute(present) as BasicNeuralData; Print("After predict"); Print(predict[0].ToString()); } /// <summary> /// Does the initial network loading and other dirty work that we only need to /// happen once. /// </summary> private void Ignite() { Logging.StopConsoleLogging(); // try // { string filename = "es0909.NET"; Load(filename); this.present = new BasicNeuralData(new double[InputSize * 2]); this.predict = new BasicNeuralData(new double[OutputSize]); this.init = false; // } // catch (Exception error) // { // Print(error.ToString()); // Print("------------------------------------------"); // Print(error.StackTrace.ToString()); // } } private void Load(string filename) { Stream s = new FileStream(filename, FileMode.Open, FileAccess.Read, FileShare.Read); BinaryFormatter b = new BinaryFormatter(); object obj = b.Deserialize(s); s.Close(); network = obj as BasicNetwork; } }

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