Summary

Custom initialization for the Indicator. This method is invoked when an indicator is launched.

Syntax

CreateDataSeries()

Example

//...
private IndicatorDataSeries input;

protected override void Initialize()
{
    input = CreateDataSeries();
}
public override void Calculate(int index)
{
    input[index] = (MarketSeries.Close[index] + MarketSeries.Open[index]) / 2;
    //...
}