Table of Contents

Class SeriesManager

Namespace
Balsam
Assembly
Balsam.Backtester.dll

An abstract class for maintaining concurrency across series and supporting data management for backtesting.

public abstract class SeriesManager
Inheritance
SeriesManager
Derived
Inherited Members
Extension Methods

Constructors

SeriesManager()

Initializes a new SeriesManager.

protected SeriesManager()

Properties

CacheIndicators

Gets/sets whether indicator timeseries are cached for a particular symbol/parameter setting. Default is true.

protected bool CacheIndicators { get; set; }

Property Value

bool

Close

Gets the closes of the primary series.

protected TimeSeries Close { get; }

Property Value

TimeSeries

Col1

Gets/sets column 1.

protected TimeSeries Col1 { get; set; }

Property Value

TimeSeries

Col10

Gets/sets column 10.

protected TimeSeries Col10 { get; set; }

Property Value

TimeSeries

Col11

Gets/sets column 11.

protected TimeSeries Col11 { get; set; }

Property Value

TimeSeries

Col12

Gets/sets column 12.

protected TimeSeries Col12 { get; set; }

Property Value

TimeSeries

Col13

Gets/sets column 13.

protected TimeSeries Col13 { get; set; }

Property Value

TimeSeries

Col14

Gets/sets column 14

protected TimeSeries Col14 { get; set; }

Property Value

TimeSeries

Col15

Gets/sets column 15.

protected TimeSeries Col15 { get; set; }

Property Value

TimeSeries

Col16

Gets/sets column 16.

protected TimeSeries Col16 { get; set; }

Property Value

TimeSeries

Col17

Gets/sets column 17.

protected TimeSeries Col17 { get; set; }

Property Value

TimeSeries

Col18

Gets/sets column 18.

protected TimeSeries Col18 { get; set; }

Property Value

TimeSeries

Col19

Gets/sets column 19.

protected TimeSeries Col19 { get; set; }

Property Value

TimeSeries

Col2

Gets/sets column 2.

protected TimeSeries Col2 { get; set; }

Property Value

TimeSeries

Col20

Gets/sets column 20.

protected TimeSeries Col20 { get; set; }

Property Value

TimeSeries

Col3

Gets/sets column 3.

protected TimeSeries Col3 { get; set; }

Property Value

TimeSeries

Col4

Gets/sets column 4.

protected TimeSeries Col4 { get; set; }

Property Value

TimeSeries

Col5

Gets/sets column 5.

protected TimeSeries Col5 { get; set; }

Property Value

TimeSeries

Col6

Gets/sets column 6.

protected TimeSeries Col6 { get; set; }

Property Value

TimeSeries

Col7

Gets/sets column 7.

protected TimeSeries Col7 { get; set; }

Property Value

TimeSeries

Col8

Gets/sets column 8.

protected TimeSeries Col8 { get; set; }

Property Value

TimeSeries

Col9

Gets/sets column 9.

protected TimeSeries Col9 { get; set; }

Property Value

TimeSeries

Condition1

Gets/sets condition 1.

protected BooleanSeries Condition1 { get; set; }

Property Value

BooleanSeries

Condition2

Gets/sets condition 2.

protected BooleanSeries Condition2 { get; set; }

Property Value

BooleanSeries

Condition3

Gets/sets condition 3.

protected BooleanSeries Condition3 { get; set; }

Property Value

BooleanSeries

Condition4

Gets/sets condition 4.

protected BooleanSeries Condition4 { get; set; }

Property Value

BooleanSeries

Condition5

Gets/sets condition 5.

protected BooleanSeries Condition5 { get; set; }

Property Value

BooleanSeries

Condition6

Gets/sets condition 6.

protected BooleanSeries Condition6 { get; set; }

Property Value

BooleanSeries

Condition7

Gets/sets condition 7.

protected BooleanSeries Condition7 { get; set; }

Property Value

BooleanSeries

Condition8

Gets/sets condition 8.

protected BooleanSeries Condition8 { get; set; }

Property Value

BooleanSeries

CurrentBar

Gets the current bar or null if no primary series is set.

protected Bar CurrentBar { get; }

Property Value

Bar

CurrentDate

Gets the current date being tested.

protected DateTime CurrentDate { get; }

Property Value

DateTime

Dates

Returns test dates in read-only wrapper.

protected SeriesManager.TestDates Dates { get; }

Property Value

SeriesManager.TestDates

EndDate

Gets/sets an end date for the simulation. Use this to stop processing early.

public DateTime EndDate { get; set; }

Property Value

DateTime

FirstValidDate

Gets/sets the first date for which all data is valid (i.e. the current bar is greater than or equal to max bars back). This property is initialized automatically during OnStrategyStart() processing; however, it can be overriden by setting the property manually in OnStrategyStart(). This can be helpful when the automatically generated date is too early because certain initialization is not readily discoverable. Note that dates manually set that are earlier than the automatically generated value will be ignored.

protected DateTime FirstValidDate { get; set; }

Property Value

DateTime

High

Gets the highs of the primary series.

protected TimeSeries High { get; }

Property Value

TimeSeries

Index

Gets the index of the date being testing or -1 if the simulation is not running.

protected int Index { get; }

Property Value

int

Low

Gets the lows of the primary series.

protected TimeSeries Low { get; }

Property Value

TimeSeries

NextDate

Gets the next (future) test date or DateTime.MaxValue if invalid.

protected DateTime NextDate { get; }

Property Value

DateTime

Open

Gets the opens of the primary series.

protected TimeSeries Open { get; }

Property Value

TimeSeries

OpenInterest

Gets the open interest of the primary series.

protected TimeSeries OpenInterest { get; }

Property Value

TimeSeries

PreviousDate

Gets the prior test date or DateTime.MinValue if invalid.

protected DateTime PreviousDate { get; }

Property Value

DateTime

PrimarySeries

Gets/sets the primary series.

public BarSeries PrimarySeries { get; set; }

Property Value

BarSeries

Series

Gets the underlying collection of BarSeries.

public BarSeriesCollection Series { get; set; }

Property Value

BarSeriesCollection

Setback

Gets/sets the number of extra bars beyond FirstValidDate used to initialize a simulation. Default is 1 to allow for referencing of the prior bar without problems.

protected int Setback { get; set; }

Property Value

int

StartDate

Gets/sets a start date for the simulation. This will override the FirstValidDate if it is later, otherwise it will be ignored.

public DateTime StartDate { get; set; }

Property Value

DateTime

Symbol

Gets the symbol of the primary series or null if no primary series is set.

protected string Symbol { get; }

Property Value

string

Tick

Returns the tick size in decimal form for the primary series.

protected double Tick { get; }

Property Value

double

UnadjustedClose

Gets the unadjusted closes of the primary series.

protected TimeSeries UnadjustedClose { get; }

Property Value

TimeSeries

Volume

Gets the volume of the primary series.

protected TimeSeries Volume { get; }

Property Value

TimeSeries

Methods

Abs(TimeSeries)

Returns the absolute value of the specified series.

protected TimeSeries Abs(TimeSeries series)

Parameters

series TimeSeries

Returns

TimeSeries

AddToActive(ISeries)

Adds the specified series to the internal collection that ensures concurrency is maintained. This only needs to be called if the user creates new ISeries objects that need to have concurrency maintained after a simulation is already running.

protected void AddToActive(ISeries series)

Parameters

series ISeries

Adx(BarSeries, int)

Returns Wilder's Average Directional Index for the specified series.

protected TimeSeries Adx(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

Adx(int)

Returns Wilder's Average Directional Index for the Primary series.

protected TimeSeries Adx(int length)

Parameters

length int

Returns

TimeSeries

Atr(BarSeries, int)

Returns the average true range of the specified series smoothed with a Sma of the specified length.

protected TimeSeries Atr(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

Atr(int)

Returns the average true range of the Primary series smoothing using a Sma of the specified length.

protected TimeSeries Atr(int length)

Parameters

length int

Returns

TimeSeries

BarsSinceHigh(TimeSeries, int)

Returns the number of bars that have passed since the specified series made a new high.

protected TimeSeries BarsSinceHigh(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

BarsSinceLow(TimeSeries, int)

Returns the number of bars that have passed since the specified series made a new low.

protected TimeSeries BarsSinceLow(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

BollingerBand(TimeSeries, int, double)

Returns the Bollinger Band.

protected TimeSeries BollingerBand(TimeSeries series, int length, double standardDeviations)

Parameters

series TimeSeries
length int
standardDeviations double

Number of standard deviations. Use negative number for lower band.

Returns

TimeSeries

Correlation(TimeSeries, TimeSeries, int)

Returns the Pearson's correlation coefficient between series1 and series2 over the specified number of bars.

protected TimeSeries Correlation(TimeSeries series1, TimeSeries series2, int length)

Parameters

series1 TimeSeries
series2 TimeSeries
length int

Returns

TimeSeries

CrossAbove(TimeSeries, TimeSeries)

Returns true when series1 crosses above series2.

protected BooleanSeries CrossAbove(TimeSeries series1, TimeSeries series2)

Parameters

series1 TimeSeries
series2 TimeSeries

Returns

BooleanSeries

CrossAbove(TimeSeries, double)

Returns true when the specified timeseries crosses above the specified value.

protected BooleanSeries CrossAbove(TimeSeries series, double value)

Parameters

series TimeSeries
value double

Returns

BooleanSeries

CrossBelow(TimeSeries, TimeSeries)

Returns true when series1 crosses below series2.

protected BooleanSeries CrossBelow(TimeSeries series1, TimeSeries series2)

Parameters

series1 TimeSeries
series2 TimeSeries

Returns

BooleanSeries

CrossBelow(TimeSeries, double)

Returns true when the specified timeseries crosses below the specified value.

protected BooleanSeries CrossBelow(TimeSeries series, double value)

Parameters

series TimeSeries
value double

Returns

BooleanSeries

Cumulative(TimeSeries)

Returns the cumulative sum of the specified timeseries.

protected TimeSeries Cumulative(TimeSeries series)

Parameters

series TimeSeries

Returns

TimeSeries

EfficiencyRatio(TimeSeries, int)

Returns the Efficiency Ratio.

protected TimeSeries EfficiencyRatio(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Ema(TimeSeries, double)

Returns an exponential moving average with a specified smoothing coefficient.

protected TimeSeries Ema(TimeSeries series, double factor)

Parameters

series TimeSeries
factor double

Returns

TimeSeries

Ema(TimeSeries, int)

Returns an exponential moving average with specified length.

protected TimeSeries Ema(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

ExponentialWma(TimeSeries, int)

Returns an exponential weighted moving average.

protected TimeSeries ExponentialWma(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

GetActiveSeries()

Returns all ISeries objects not decorated with the SuppressExport attribute. Useful for diagnostics or exporting data.

public IEnumerable<ISeries> GetActiveSeries()

Returns

IEnumerable<ISeries>

Highest(TimeSeries, int)

Returns the highest value of the specified timeseries over a specified lookback.

protected TimeSeries Highest(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

HistoricalVolatility(BarSeries, int)

Returns historical volatility using unadjusted prices to calculate accurate percentage returns.

protected TimeSeries HistoricalVolatility(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

HistoricalVolatility(TimeSeries, int)

Returns the historical volatility.

protected TimeSeries HistoricalVolatility(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

HistoricalVolatility(int)

Returns the historical volatilty of the primary series for the specified length.

protected TimeSeries HistoricalVolatility(int length)

Parameters

length int

Returns

TimeSeries

HookAbove(TimeSeries, TimeSeries)

Returns true when the left series closes down from above the right series.

protected BooleanSeries HookAbove(TimeSeries left, TimeSeries right)

Parameters

left TimeSeries
right TimeSeries

Returns

BooleanSeries

HookAbove(TimeSeries, double)

Returns true when the series closes down from above the specified value.

protected BooleanSeries HookAbove(TimeSeries series, double value)

Parameters

series TimeSeries
value double

Returns

BooleanSeries

HookBelow(TimeSeries, TimeSeries)

Returns true when the left series closes up from below the right series.

protected BooleanSeries HookBelow(TimeSeries left, TimeSeries right)

Parameters

left TimeSeries
right TimeSeries

Returns

BooleanSeries

HookBelow(TimeSeries, double)

Returns true when the series closes up from below the specified value.

protected BooleanSeries HookBelow(TimeSeries series, double value)

Parameters

series TimeSeries
value double

Returns

BooleanSeries

KeltnerChannel(BarSeries, int, double)

Returns the Keltner Channel of the specified series.

protected TimeSeries KeltnerChannel(BarSeries series, int length, double factor)

Parameters

series BarSeries
length int
factor double

Returns

TimeSeries

KeltnerChannel(int, double)

Returns the Keltner Channel of the Primary series.

protected TimeSeries KeltnerChannel(int length, double factor)

Parameters

length int
factor double

Returns

TimeSeries

Lag(TimeSeries)

Lags the specified timeseries by one bar.

protected TimeSeries Lag(TimeSeries series)

Parameters

series TimeSeries

Returns

TimeSeries

Lag(TimeSeries, int)

Lags a timeseries by the specified number of bars.

protected TimeSeries Lag(TimeSeries series, int offset)

Parameters

series TimeSeries
offset int

Returns

TimeSeries

Lead(TimeSeries, int)

Pushes a timeseries forward in time by a specified number of bars.

protected TimeSeries Lead(TimeSeries series, int offset)

Parameters

series TimeSeries
offset int

Returns

TimeSeries

Log(TimeSeries)

Returns the natural logrithm of a timeseries.

protected TimeSeries Log(TimeSeries series)

Parameters

series TimeSeries

Returns

TimeSeries

Lowest(TimeSeries, int)

Returns the lowest value of a series over the specified lookback.

protected TimeSeries Lowest(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Macd()

Returns Appel's moving average convergence divergence on the Primary series using default smoothings of 12 and 26.

protected TimeSeries Macd()

Returns

TimeSeries

Macd(TimeSeries, int, int)

Returns Appel's moving average convergence divergence.

protected TimeSeries Macd(TimeSeries series, int fastLength, int slowLength)

Parameters

series TimeSeries
fastLength int
slowLength int

Returns

TimeSeries

Macd(int, int)

Returns Appel's moving average convergence divergence on the Primary series using the specified lengths.

protected TimeSeries Macd(int fastLength, int slowLength)

Parameters

fastLength int
slowLength int

Returns

TimeSeries

Max(params TimeSeries[])

Returns the maximum value for a bar over a list of timeseries.

protected TimeSeries Max(params TimeSeries[] series)

Parameters

series TimeSeries[]

Returns

TimeSeries

Median(TimeSeries, int)

Returns the median over the specified lookback.

protected TimeSeries Median(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Midpoint()

Returns the midpoint (high + low) / 2 of the primary series.

protected TimeSeries Midpoint()

Returns

TimeSeries

Midpoint(BarSeries)

Returns the midpoint (high + low) / 2 of the specified series.

protected TimeSeries Midpoint(BarSeries series)

Parameters

series BarSeries

Returns

TimeSeries

Midpoint(TimeSeries, TimeSeries)

Returns the midpoint of the specified high and low timeseries.

protected TimeSeries Midpoint(TimeSeries high, TimeSeries low)

Parameters

high TimeSeries
low TimeSeries

Returns

TimeSeries

Min(params TimeSeries[])

Returns the minimum value for a bar over a list of timeseries.

protected TimeSeries Min(params TimeSeries[] series)

Parameters

series TimeSeries[]

Returns

TimeSeries

Momentum(TimeSeries, int)

Returns the momentum over the specified number of bars.

protected TimeSeries Momentum(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

OnMessage(MessageEventArgs)

Called to raise a Message event.

protected virtual void OnMessage(MessageEventArgs e)

Parameters

e MessageEventArgs

Osc(TimeSeries, int, int)

Returns the difference between two simple moving averages of the specified lengths.

protected TimeSeries Osc(TimeSeries series, int length1, int length2)

Parameters

series TimeSeries
length1 int
length2 int

Returns

TimeSeries

Peek(BarSeries, int)

Returns the specifed series' bar the specified number of bars in the future relative to the current bar. Returns null if the specified bars peeks beyond the last bar.

protected Bar Peek(BarSeries series, int bars)

Parameters

series BarSeries
bars int

Returns

Bar

PercentChange()

Returns the one day percentage change of the primary series.

protected TimeSeries PercentChange()

Returns

TimeSeries

PercentChange(BarSeries)

Returns the one period percent change for the specified BarSeries.

protected TimeSeries PercentChange(BarSeries series)

Parameters

series BarSeries

Returns

TimeSeries

PercentChange(BarSeries, int)

Returns the percent change for the specified BarSeries.

protected TimeSeries PercentChange(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

PercentChange(TimeSeries)

Returns the one day percentage change of the specified timeseries.

protected TimeSeries PercentChange(TimeSeries series)

Parameters

series TimeSeries

Returns

TimeSeries

PercentChange(TimeSeries, int)

Returns the percentage change of the specified series over the specified lookback.

protected TimeSeries PercentChange(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

PercentRank(TimeSeries, int)

Returns the percentile rank of the specified series.

protected TimeSeries PercentRank(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

PivotHigh(TimeSeries, int)

Returns the price of the last pivot high formed by a single high bar surrounded by lower highs.

protected TimeSeries PivotHigh(TimeSeries series, int length)

Parameters

series TimeSeries

The timeseries of interest.

length int

The number of bars on either side of the high.

Returns

TimeSeries

PivotHigh(TimeSeries, int, int)

Returns the price of the last pivot high.

protected TimeSeries PivotHigh(TimeSeries series, int length, int maxWidth)

Parameters

series TimeSeries

The series of interest.

length int

The number of bars on either side of the high.

maxWidth int

Max consecutive bars equal to the pivot high.

Returns

TimeSeries

PivotHighBar(TimeSeries, int)

Returns the number of bars since the last pivot high formed by a single high surrouned by lower highs.

protected TimeSeries PivotHighBar(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

PivotHighBar(TimeSeries, int, int)

Returns the number of bars since the last pivot high.

protected TimeSeries PivotHighBar(TimeSeries series, int length, int maxWidth)

Parameters

series TimeSeries
length int
maxWidth int

Returns

TimeSeries

PivotLow(TimeSeries, int)

Returns the price of the last pivot low, a single low bar surrounded by higher lows.

protected TimeSeries PivotLow(TimeSeries series, int length)

Parameters

series TimeSeries

The series of interest.

length int

The number of bars on either side of the low.

Returns

TimeSeries

PivotLow(TimeSeries, int, int)

Returns the price of the last pivot low.

protected TimeSeries PivotLow(TimeSeries series, int length, int maxWidth)

Parameters

series TimeSeries

The series of interest.

length int

The number of bars on either side of the low.

maxWidth int

Max consecutive bars equal to the pivot low.

Returns

TimeSeries

PivotLowBar(TimeSeries, int)

Returns the number of bars since the last pivot low, a single low bar surrounded by higher lows.

protected TimeSeries PivotLowBar(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

PivotLowBar(TimeSeries, int, int)

Returns the number of bars since the last pivot low.

protected TimeSeries PivotLowBar(TimeSeries series, int length, int maxWidth)

Parameters

series TimeSeries
length int
maxWidth int

Max consecutive bars equal to the pivot low.

Returns

TimeSeries

Roc(BarSeries, int)

Returns the rate of change for the specified series.

protected TimeSeries Roc(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

Roc(TimeSeries, int)

Returns the rate of change indicator.

protected TimeSeries Roc(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Roc(int)

Returns the rate of change for the PrimarySeries.

protected TimeSeries Roc(int length)

Parameters

length int

Returns

TimeSeries

RoundTickDown(double)

Returns a price rounded to the next lowest tick based on the instrument of the primary series.

protected double RoundTickDown(double price)

Parameters

price double

Returns

double

RoundTickNearest(double)

Returns a price rounded to the nearest tick based on the instrument of the primary series.

protected double RoundTickNearest(double price)

Parameters

price double

Returns

double

RoundTickUp(double)

Returns a price rounded to the next highest tick based on the instrument of the primary series.

protected double RoundTickUp(double price)

Parameters

price double

Returns

double

Rsi(TimeSeries, int)

Returns Wilder's Relative Strength Index for the specified series.

protected TimeSeries Rsi(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Rsi(int)

Returns Wilder's Relative Strength Index for the Primary series.

protected TimeSeries Rsi(int length)

Parameters

length int

Returns

TimeSeries

Slope(TimeSeries, int)

Returns the slope of the specified series.

protected TimeSeries Slope(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

SlowD(BarSeries, int)

Returns the SlowD for the specified series.

protected TimeSeries SlowD(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

SlowD(TimeSeries, TimeSeries, TimeSeries, int)

Returns the SlowD using the specified series.

protected TimeSeries SlowD(TimeSeries high, TimeSeries low, TimeSeries close, int length)

Parameters

high TimeSeries
low TimeSeries
close TimeSeries
length int

Returns

TimeSeries

SlowD(int)

Returns the SlowD for the Primary series.

protected TimeSeries SlowD(int length)

Parameters

length int

Returns

TimeSeries

SlowK(BarSeries, int)

Returns the SlowK for the specified series.

protected TimeSeries SlowK(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

SlowK(TimeSeries, TimeSeries, TimeSeries, int)

Returns the SlowK using the specified series.

protected TimeSeries SlowK(TimeSeries high, TimeSeries low, TimeSeries close, int length)

Parameters

high TimeSeries
low TimeSeries
close TimeSeries
length int

Returns

TimeSeries

SlowK(int)

Returns SlowK of the Primary series.

protected TimeSeries SlowK(int length)

Parameters

length int

Returns

TimeSeries

Sma(TimeSeries, int)

Returns a simple moving average for the specified series.

protected TimeSeries Sma(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

StandardDeviation(TimeSeries, int)

Returns the standard deviation of the specified series.

protected TimeSeries StandardDeviation(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Stochastic(BarSeries, int)

Returns a raw (unsmoothed) stochastic for the specified series and length.

protected TimeSeries Stochastic(BarSeries series, int length)

Parameters

series BarSeries
length int

Returns

TimeSeries

Stochastic(TimeSeries, TimeSeries, TimeSeries, int)

Returns a raw (unsmoothed) stochastic using specified series.

protected TimeSeries Stochastic(TimeSeries high, TimeSeries low, TimeSeries close, int length)

Parameters

high TimeSeries
low TimeSeries
close TimeSeries
length int

Returns

TimeSeries

Stochastic(TimeSeries, int)

Returns a raw (unsmoothed) stochastic for the specified TimeSeries and length.

protected TimeSeries Stochastic(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Exceptions

ArgumentNullException

Stochastic(int)

Returns a raw (unsmoothed) stochastic of the primary series for the specified length.

protected TimeSeries Stochastic(int length)

Parameters

length int

Returns

TimeSeries

Stochastic(int, int)

Returns stochastic of the primary series with the specified lookback and smoothes it using a Sma.

protected TimeSeries Stochastic(int stochLength, int smoothingLength)

Parameters

stochLength int
smoothingLength int

Returns

TimeSeries

Stochastic(int, int, int)

Returns stochastic of the primary series with the specified lookback and smoothes it using a Sma.

protected TimeSeries Stochastic(int stochLength, int smoothingLength1, int smoothingLength2)

Parameters

stochLength int
smoothingLength1 int
smoothingLength2 int

Returns

TimeSeries

Sum(TimeSeries, int)

Returns the sum over a specified length.

protected TimeSeries Sum(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

TrueRange()

Returns the true range of the Primary series.

protected TimeSeries TrueRange()

Returns

TimeSeries

TrueRange(BarSeries)

Returns the true range of the specified series.

protected TimeSeries TrueRange(BarSeries series)

Parameters

series BarSeries

Returns

TimeSeries

TypicalPrice()

Returns the typical price (H + L + C) / 3 of the primary series.

protected TimeSeries TypicalPrice()

Returns

TimeSeries

TypicalPrice(BarSeries)

Returns the typical price (H+L+C)/3 of the specified series.

protected TimeSeries TypicalPrice(BarSeries series)

Parameters

series BarSeries

Returns

TimeSeries

Wma(TimeSeries, int)

Returns a weighted moving average of the specified series.

protected TimeSeries Wma(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

ZScore(TimeSeries, int)

Returns the z-score of the specified series.

protected TimeSeries ZScore(TimeSeries series, int length)

Parameters

series TimeSeries
length int

Returns

TimeSeries

Events

Message

Raised when there is a status message available.

public event EventHandler<MessageEventArgs> Message

Event Type

EventHandler<MessageEventArgs>