Class AdaptivePointAndFigureCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Provides point and figure compression using an adaptive box size.

public class AdaptivePointAndFigureCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

AdaptivePointAndFigureCompression

Implements

ICompressionProvider

Inherited Members

CompressionProvider.IncludePartialPeriod

CompressionProvider.GetDefaultCompressor(ISeries)

CompressionProvider.Compress(ISeries)

CompressionProvider.Compress(ISeries, ICompressor)

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

AdaptivePointAndFigureCompression(double, int)

Initializes a new PointAndFigureCompression provider assuming a range TimeSeries will be passed to Compress.

public AdaptivePointAndFigureCompression(double boxSize, int reversal)

Parameters

boxSize double

reversal int

AdaptivePointAndFigureCompression(double, int, int)

Initializes a new PointAndFigureCompression provider using the specified parameters.

public AdaptivePointAndFigureCompression(double boxSize, int reversal, int atrLength)

Parameters

boxSize double

reversal int

A multiplier to box size which determines how many box sizes are required to reverse.

atrLength int

Properties

AtrLength

Gets/sets the length of the ATR used to calculate box size.

public int AtrLength { get; set; }

Property Value

int

BoxSize

Gets/sets the box size in ATR's.

public double BoxSize { get; set; }

Property Value

double

Reversal

Gets/sets the reversal size.

public int Reversal { get; set; }

Property Value

int

RoundToNearestTick

Gets/sets whether the ATR calculation is rounded to the nearest tick.

public bool RoundToNearestTick { get; set; }

Property Value

bool

Methods

Compress(BarSeries)

Compresses the specified series.

public BarSeries Compress(BarSeries series)

Parameters

series BarSeries

Returns

BarSeries

Compress(BarSeries, TimeSeries)

Compresses the specified series using the box size in the timeseries range.

public BarSeries Compress(BarSeries series, TimeSeries range)

Parameters

series BarSeries

range TimeSeries

Returns

BarSeries

OnCompress(ISeries, ICompressor)

Compresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries