Class ConsecutiveCloseCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Builds compressed bars based on number of consecutive closes up or down in original timeframe.

public class ConsecutiveCloseCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

ConsecutiveCloseCompression

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

ConsecutiveCloseCompression(int)

Instantiates a new ConsecutiveCloseCompression object with the specified streak.

public ConsecutiveCloseCompression(int streak)

Parameters

streak int

ConsecutiveCloseCompression(int, int)

Use this constructor to creater compressed bars where x out of y bars closed in the same direction (e.g. 4 out of 5 closes)

public ConsecutiveCloseCompression(int streak, int capacity)

Parameters

streak int

capacity int

Properties

Capacity

Gets the total number of bars over which to monitor for a streak.

public int Capacity { get; }

Property Value

int

EnforceMinimumBarSize

Gets/sets whether every compressed bar must be comprised of at least the number of bars as specified by the Streak property. If this property is false and you have another consecutive close in the same direction you could get a compressed bar that contains only a single observation.

public bool EnforceMinimumBarSize { get; set; }

Property Value

bool

Streak

Gets the number of consecutive closes.

public int Streak { get; }

Property Value

int

Methods

OnCompress(ISeries, ICompressor)

Comresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries