Class Signal

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Encapsulates an integer series of +1/0/-1 trading signals.

public class Signal : IntegerSeries, ISeries, IEnumerable<int>, IEnumerable, ICloneable

Inheritance

object

SeriesBase<int>

IntegerSeries

Signal

Implements

ISeries

IEnumerable<int>

IEnumerable

ICloneable

Inherited Members

IntegerSeries.Load(string)

IntegerSeries.Load(string, char)

IntegerSeries.Sync(ISeries, SyncOption)

IntegerSeries.Sync(IEnumerable<DateTime>, SyncOption)

IntegerSeries.Subset(DateTime)

IntegerSeries.Subset(DateTime, DateTime)

IntegerSeries.Subset(int, int)

IntegerSeries.Equals(IntegerSeries)

IntegerSeries.Equals(IntegerSeries, IntegerSeries)

SeriesBase<int>.WarnOnOperatorRelativeIndexing

SeriesBase<int>.Dates

SeriesBase<int>.Name

SeriesBase<int>.Symbol

SeriesBase<int>.Count

SeriesBase<int>.MaxBarsBack

SeriesBase<int>.FirstDate

SeriesBase<int>.LastDate

SeriesBase<int>.CurrentDate

SeriesBase<int>.Last

SeriesBase<int>.Previous

SeriesBase<int>.IsActive

SeriesBase<int>.Indexing

SeriesBase<int>.Index

SeriesBase<int>.this[int]

SeriesBase<int>.this[TimeSpan]

SeriesBase<int>.this[DateTime]

SeriesBase<int>.Tag

SeriesBase<int>.Add(DateTime, int)

SeriesBase<int>.Remove(int)

SeriesBase<int>.Remove(DateTime)

SeriesBase<int>.RemoveNonTradingDays()

SeriesBase<int>.Trim()

SeriesBase<int>.Trim(int)

SeriesBase<int>.Insert(DateTime, int)

SeriesBase<int>.OnInsert(int, DateTime, int)

SeriesBase<int>.Clear()

SeriesBase<int>.Merge(SeriesBase<int>)

SeriesBase<int>.Merge(SeriesBase<int>, bool)

SeriesBase<int>.Save(string)

SeriesBase<int>.ToString()

SeriesBase<int>.ToDictionary()

SeriesBase<int>.AdjustDates(Func<DateTime, DateTime>)

SeriesBase<int>.CopyTo(int[])

SeriesBase<int>.CopyTo(int[], int)

SeriesBase<int>.CopyTo(int, int[], int, int)

SeriesBase<int>.CheckIndexing(params SeriesBase<int>[])

SeriesBase<int>.ExportToFileCore(StreamWriter, string, bool)

SeriesBase<int>.SubsetCore(DateTime, DateTime)

SeriesBase<int>.SubsetCore(int, int)

SeriesBase<int>.OnClone()

SeriesBase<int>.OnClear()

SeriesBase<int>.SyncCore(IEnumerable<DateTime>, SyncOption)

SeriesBase<int>.MergeCore(SeriesBase<int>, bool)

SeriesBase<int>.OnDatesChanged()

SeriesBase<int>.OnSetIndex(int)

SeriesBase<int>.OnSetIndex(DateTime)

SeriesBase<int>.OnGetValue(int)

SeriesBase<int>.OnSetValue(int, int)

SeriesBase<int>.OnRemove(int)

SeriesBase<int>.OnTrim()

SeriesBase<int>.GetEnumerator()

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

ISeriesExtensions.CompareSeries(ISeries, ISeries, int, int)

TimeSeriesExtensions.ToTimeSeries(ISeries, Func<object, double>)

Indicators.Lag(IntegerSeries, int)

ISeriesExtensions.Print<T>(SeriesBase<T>, int)

IntegerSeriesExtensions.ToIntegerSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, int>)

Statistics.Median(IEnumerable<int>)

Statistics.Sample<T>(IEnumerable<T>, int, bool)

TimeSeriesExtensions.ToTimeSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, double>)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Signal()

Initializes a new empty Signal.

public Signal()

Signal(BooleanSeries)

Initializes a new binary Signal using the specified BooleanSeries.

public Signal(BooleanSeries series)

Parameters

series BooleanSeries

Signal(IntegerSeries)

Initializes a new Signal using the specified IntegerSeries.

public Signal(IntegerSeries series)

Parameters

series IntegerSeries

Signal(TimeSeries)

Initializes a new Signal using the specified TimeSeries.

public Signal(TimeSeries series)

Parameters

series TimeSeries

Signal(IEnumerable<DateTime>)

Initializes a new Signal using the specified dates.

public Signal(IEnumerable<DateTime> dates)

Parameters

dates IEnumerable<DateTime>

Properties

SignalType

Gets/sets the signal type.

public SignalType SignalType { get; set; }

Property Value

SignalType

Methods

And(Signal, Signal)

Takes two signals and combines them such that a signal is issued only if both underlying signals agree.

public static Signal And(Signal left, Signal right)

Parameters

left Signal

right Signal

Returns

Signal

And(params Signal[])

Combines multiple signals using and logic. All signals must have the same signal type.

public static Signal And(params Signal[] series)

Parameters

series Signal[]

Returns

Signal

Clone()

Returns a clone of this object.

public Signal Clone()

Returns

Signal

Consecutive(Signal, int)

Converts a signal so that it is only valid if there have been the the specified number of consecutive readings.

public static Signal Consecutive(Signal signal, int consecutiveObs)

Parameters

signal Signal

consecutiveObs int

Returns

Signal

OnAdd(DateTime, int)

Overrides base implementation to add only +1/0/-1.

protected override void OnAdd(DateTime date, int value)

Parameters

date DateTime

value int

Or(Signal, Signal)

Takes two signals are returns a new one if either indicates a signal. Can only be used on like SignalTypes.

public static Signal Or(Signal left, Signal right)

Parameters

left Signal

right Signal

Returns

Signal

Sync(ISeries)

Returns a new Signal synced to the specified series.

public Signal Sync(ISeries series)

Parameters

series ISeries

Returns

Signal

Sync(IEnumerable<DateTime>)

Returns a new Signal synced to the specified dates.

public Signal Sync(IEnumerable<DateTime> syncDates)

Parameters

syncDates IEnumerable<DateTime>

Returns

Signal

ToSignal(TimeSeries, double, double, bool)

Converts a timeseries to a Signal using the specified parameters.

public static Signal ToSignal(TimeSeries series, double buyThreshold, double sellThreshold, bool invert)

Parameters

series TimeSeries

buyThreshold double

sellThreshold double

invert bool

Returns

Signal

Within(Signal, int)

Returns a new signal if there was a signal within the specified lookback (and no opposite signals during the same time).

public static Signal Within(Signal signal, int lookback)

Parameters

signal Signal

lookback int

Returns

Signal