Class IndicatorsBasic

Collection of basic indicators.

Inheritance

object

IndicatorsBasic

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class IndicatorsBasic

Methods

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AbsValue(ITimeSeries<double>, CacheId, string, int)

Calculate absolute value of time series.

Declaration

public static ITimeSeries<double> AbsValue(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	absolue value of input time series

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BufferedLambda(Func<double, double>, double, CacheId, string, int)

Create time series based on lambda, with lambda being executed once for every new bar.

Declaration

public static ITimeSeries<double> BufferedLambda(Func<double, double> lambda, double first, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
System.Func<T, TResult><double, double>	lambda	lambda, with previous value as parameter and returning current time series value
double	first	first value to return
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	lambda time series

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BufferedLambda<T>(Func<T, T>, T, CacheId, string, int)

Create time series based on lambda, with lambda being executed once fore every new bar.

Declaration

public static ITimeSeries<T> BufferedLambda<T>(Func<T, T> lambda, T first, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
System.Func<T, TResult><T, T>	lambda	lambda, with previous value as parameter and returning current time series value
T	first	first value to return
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<T>	lambda time series

Type Parameters

Name	Description
T	type of time series

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Const(double, CacheId, string, int)

Return constant value time series.

Declaration

public static ITimeSeries<double> Const(double constantValue, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
double	constantValue	value of time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	value as time series

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Delay(ITimeSeries<double>, int, CacheId, string, int)

Delay time series by number of bars.

Declaration

public static ITimeSeries<double> Delay(this ITimeSeries<double> series, int delay, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	delay	delay length
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	delayed time series

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Highest(ITimeSeries<double>, int, CacheId, string, int)

Calculate highest value of the specified number of past bars.

Declaration

public static ITimeSeries<double> Highest(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	number of bars to search
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	highest value of past n bars

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Lambda(Func<int, double>, CacheId, string, int)

Create time series based on lambda, with lambda being executed once for every call to the indexer method. Use this for leight-weight lambdas.

Declaration

public static ITimeSeries<double> Lambda(Func<int, double> lambda, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
System.Func<T, TResult><int, double>	lambda	lambda, taking bars back as parameter and returning time series value
CacheId	parentId	cache id used to identify functor
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	lambda time series

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Log(ITimeSeries<double>, CacheId, string, int)

Calculate natural logarithm of time series.

Declaration

public static ITimeSeries<double> Log(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	logarithmic time series

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LogReturn(ITimeSeries<double>, CacheId, string, int)

Calculate logarithmic return from the previous to the current value of the time series.

Declaration

public static ITimeSeries<double> LogReturn(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	logarithm of relative return

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Lowest(ITimeSeries<double>, int, CacheId, string, int)

Calculate lowest value of the specified number of past bars.

Declaration

public static ITimeSeries<double> Lowest(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	number of bars to search
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	lowest value of past n bars

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Normalize(ITimeSeries<double>, int, CacheId, string, int)

Normalize time series over number of bars; 1.0 being the average.

Declaration

public static ITimeSeries<double> Normalize(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	normalizing period
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	normalized time series

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Range(Instrument, int, CacheId, string, int)

Calculate range over the specified number of past bars.

Declaration

public static ITimeSeries<double> Range(this Instrument series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
Instrument	series	input time series (OHLC)
int	n	number of bars to search
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	range between highest and lowest value of past n bars

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Range(ITimeSeries<double>, int, CacheId, string, int)

Calculate range over the specified number of past bars.

Declaration

public static ITimeSeries<double> Range(this ITimeSeries<double> series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
int	n	number of bars to search
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	range between highest and lowest value of past n bars

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Return(ITimeSeries<double>, CacheId, string, int)

Calculate absolute return, as difference from the previous to the current value of the time series.

Declaration

public static ITimeSeries<double> Return(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	absolute return

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Sqrt(ITimeSeries<double>, CacheId, string, int)

Calculate square root of time series.

Declaration

public static ITimeSeries<double> Sqrt(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	square root time series

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Square(ITimeSeries<double>, CacheId, string, int)

Calculate square of time series.

Declaration

public static ITimeSeries<double> Square(this ITimeSeries<double> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<double>	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	squared input time series

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ToDouble(ITimeSeries<long>, CacheId, string, int)

Cast time series to double

Declaration

public static ITimeSeries<double> ToDouble(this ITimeSeries<long> series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
ITimeSeries<long>	series	input series of long
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	output series of double