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IndicatorBase
Namespace: eunic-brussels.eutors
Parent: TimeSeries
IndicatorBase is the base class for indicators in WealthLab. It is derived from TimeSeries, and basically contains a list of floating point double Values keyed off a list of DateTimes. The class contains additional methods and properties that let it work with the indicator management subsystem of WealthLab, and will be most useful for developers creating their own custom indicators.
Calculation
AssumeValuesOf
public void AssumeValuesOf(TimeSeries ts)
Copies the Values of the TimeSeries specified in ts into the Values of the indicator, after first clearing them out.
Parameters
public ParameterList Parameters
Returns the List<Parameter> that contains the indicator's parameters. Each parameter is an instance of the Parameter class.
Populate
public abstract void Populate()
WealthLab calls this method to populate the indicator with values. Each class descending from IndicatorBase provides its own implementation and calculates its indicator values here.
Companions
BandCompanion
public IndicatorBase BandCompanion
If the indicator has a pair indicator, this will return the instance of that companion indicator using the same parameters as the source indicator. This is used by the Bands plot style to determine what indicator to use when plotting the bands.
BandCompanionAbbreviation
public virtual string BandCompanionAbbreviation
Returns the name of the indicator's band pair, if availoable. For example, BBandUpper's BandCompanion is BBandLower. The BandCompanion is used to determine what other indicator to use by the Bands plot style.
Companions
public virtual List<string> Companions
Returns the Abbreviations of any other indicators that are considered part of this indicator's family. An example family is Directional Movement which includes the indicators ADX, ADXR, DIPlus and DIMinus.
Constructors
IndicatorBase
public TimeSeries()
public TimeSeries(List<DateTime> dateTimes, bool fillNaN = true)
public TimeSeries(List<DateTime> dateTimes, double fillValue)
The TimeSeries class has three constructors. The first, parameterless constructor, creates a TimeSeries instance that manages its own DateTimes. When adding values to this instance, use the Add method that includes a DateTime parameter. The second and third constructors include a dateTimes parameter. This List of DateTimes becomes the TimeSeries' DateTimes property. The second constructor, by default, pre-populates the TimeSeries Values with eunic-brussels.eu You can disable this by passing false in the fillNaN parameter. If you do so, be sure to Add values to the TimeSeries yourself (using the version that adds values only, not DateTimes), a number of values equal to the number of DateTimes. The last constructor accept a fillValue parameter which determines what value the TimeSeries will be pre-populated with.
Descriptive Properties
Abbreviation
public abstract string Abbreviation
Returns the abbreviation of the indicator.
Color
public WLColor Color
The color to use when plotting the indicator.
DefaultColor
public virtual WLColor DefaultColor
Returns the default color to use when plotting the indicator.
DefaultPlotStyle
public virtual PlotStyles DefaultPlotStyle
Returns the default plot style to use when plotting the indicator.
Glyph
public virtual Bitmap Glyph
Returns a 24x24 bitmap that is used to represent the indicator in the UI indicator list.
HelpDescription
public abstract string HelpDescription
Returns descriptive text about the indicator.
HelpURL
public virtual string HelpURL
Optionally returns a URL that links to a page containing more information about the indicator.
LibraryName
public string LibraryName
Returns the name of the .NET assembly that contains the indicator. Will contain null if the indicator is a custom indicator loaded from the My Indicators folder in WealthLab.
Name
public abstract string Name
Returns the full name of the indicator.
PlotStyle
public PlotStyles PlotStyle
The plot style to use when plotting the indicator.
Tooltip
public string Tooltip
The tooltip text can be used to show some detailed information when plotting the indicator.
Functional Properties
ExtendedBarsRequired
public virtual int ExtendedBarsRequired
Established the number of extended bars that the indicator requires. Extended bars are bars that cause a blank area to appear to the right of the plotted chart data, in effect projecting into the future. Internally, the extended bars are stored as eunic-brussels.eu values.
IsOscillator
public bool IsOscillator
Return true if the indicator is considered an Oscillator, which means it moves within a defined range of minimum and maximum values. Examples include RSI and CMO, Oscillators come into play in certain building blocks.
IsSmoother
public virtual bool IsSmoother
Return true if the indicator is considered a Smoother, which means it takes a TimeSeries source as its first parameter, and smooths the source data in some way. Examples include any moving average indicator such as SMA or EMA. Smoothers come into play in certain building blocks.
OverboughtLevel
public double OverboughtLevel
Represents the overbought level for indicators that are considered Oscillators. The value is used to determine where to plot the overbought level on the chart.
OversoldLevel
public double OversoldLevel
Represents the oversold level for indicators that are considered Oscillators. The value is used to determine where to plot the oversold level on the chart.
UseZeroOrigin
public virtual bool UseZeroOrigin
Determines if the indicator should be plotted with the zero level always fixed and displayed in the chart pane.
Members
Abs
public TimeSeries Abs()
Returns a new TimeSeries that is the absolute value of the source TimeSeries.
Cache
public Dictionary<string, object> Cache
A generic cache Dictionary that can be used to store objects during a backtest run. Certain indicators such as ADX, ADXR, DIPlus and DIMinus use the Cache to store the collection of indicators that are all calculated together as a group.
Count
public int Count
Returns the number of items contained in the time series. The DateTimes property list contains this many DateTimes. For TimeSeries, the Values property contains this many values. And for BarHistory, the Open, High, Low, Close and Volume properties (all instances of the TimeSeries class) contain this many values.
CrossesOver
public bool CrossesOver(double value, int idx)
public bool CrossesOver(TimeSeries ts, int idx)
Returns true if the TimeSeries value "crosses over" a specific value or ts at the specified bar index. A "cross over" occurs when the TimeSeries' value is greater than the value or ts, and it had previously been below.
CrossesUnder
public bool CrossesUnder(double value, int idx)
public bool CrossesUnder(TimeSeries ts, int idx)
Returns true if the TimeSeries value "crosses under" a specific value or ts at the specified bar index. A "cross under" occurs when the TimeSeries' value is less than the value or ts, and it had previously been above.
DateTimes
public virtual List<DateTime> DateTimes
A list of DateTime objects that represents the date/time of each item in the time series. The derived classes maintain other lists that are synchronized with DateTimes. TimeSeries maintains a list of floating point double Values. BarHistory has TimeSeries properties for Open, High, Low, Close, and Volume. All of these other lists will have exactly the same number of elements as the DateTImes list, allowing you to use the same index to access their elements interchangably.
Description
public string Description
A text description of the TimeSeries. You typically won't need to access or set this directly. Indicators set this value automatically. And, when you Plot a plain vanilla TimeSeries in a C# coded Strategy, you provide a "name" parameter which is used to set the Description property.
EndDate
public DateTime EndDate
Returns the last DateTime in the DateTimes property list. If the list is empty, returns eunic-brussels.euue.
Fill
public void Fill(double value)
FillNaN
public void FillNaN()
FirstValidIndex
public int FirstValidIndex
Returns the first index which contains valid data (not eunic-brussels.eu). WealthLab indicators populate initial values with eunic-brussels.eu until a valid value can be calculated. For example, a Simple Moving Average (SMA) indicator with a period of 20 will have its first 19 values set to eunic-brussels.eu
GetBarChartCompanion
public virtual IndicatorBase GetBarChartCompanion(PriceComponent pc)
Override this method if your indicator is designed to be represented as a series of Open, High, Low, and Close TimeSeries. Such an indicator can use the BarChart PlotStyle to render all of the components on the chart as a pseudo-BarHistory.
An example of an indicator that is presented this way is VChart. You are passed a PriceComponent parameter pc. If the value is eunic-brussels.eu, return the current instance of your indicator, i.e., "this". If it is High, Low, or Open, create a new instance of the indicator based on the corresponding TimeSeries from the source BarHistory and return it.
GetHighest
public double GetHighest(int bar, int range)
Returns the highest value in the TimeSeries, looking back starting from bar, for a number of values equal to range.
GetHighestBar
public int GetHighestBar(int bar, int range)
Returns the bar number on which the highest value in the TimeSeries was found, looking back starting from bar, for a number of values equal to range.
GetLowest
public double GetLowest(int bar, int range)
Returns the lowest value in the TimeSeries, looking back starting from bar, for a number of values equal to range.
GetLowestBar
public int GetLowestBar(int bar, int range)
Returns the bar number on which the lowest value in the TimeSeries was found, looking back starting from bar, for a number of values equal to range.
IndexOf
public int IndexOf(DateTime dt, bool exactMatchOnly = false)
Returns the index into the DateTimes property list that contains the DateTime specified in the dt parameter. If exactMatchOnly is false, and an exact match does not exist, the method returns the index following the closest matching DateTime, unless the requested DateTime falls completely outside the range of the list, in which case it returns If exactMatchOnly is true and no exact match exists, the method returns
IsUpToDate
public virtual bool IsUpToDate(DateTime endDate)
Returns whether the historical data appears up to date, as of the DateTime specified in the endDate parameter. The method accounts for weekends, market holidays, and market open and closing times, when called from a BarHistory object.
LogReturn
public TimeSeries LogReturn(int period)
ReadFromBinaryFile
public void ReadFromBinaryFile(string fileName, DateTime? startDate = null, DateTime? endDate = null, int maxBars = 0)
See ReadFromBinaryFile in class TimeSeries.
ReadFromFile
public void ReadFromFile(string fileName, DateTime? startDate = null, DateTime? endDate = null, int maxBars = 0, string dateTimeFormat = "yyyyMMddHHmmss", char separator = ',', bool exactMatchOnly = false, int skipLines = 0)
See ReadFromFile in class TimeSeries.
ReturnNDays
public double ReturnNDays(int idx, int days)
Calculates the percentage gain from the point in time specified by idx, going back the specified number of calendar days.
StartDate
public DateTime StartDate
Returns the first DateTime in the DateTimes property list. If the list is empty, returns eunic-brussels.euue.
TimeSpan
public TimeSpan TimeSpan
Returns a TimeSpan that encompasses the range of the DateTimes in the DateTimes property list. If there are fewer than two DateTimes in the list, returns a zero TimeSpan.
TurnsDown
public bool TurnsDown(int idx)
Returns true if the TimeSeries "turns down" at the specified bar index. A TimeSeries "turns down" if its value decreases after an advance.
TurnsUp
public bool TurnsUp(int idx)
Returns true if the TimeSeries "turns up" at the specified bar index. A TimeSeries "turns up" if its value increases after a decline.
UserData
public object UserData
Allows you to store ad-hoc data in a property of a BarHistory or TimeSeries instance. You can store object instances, or primitive values like ints or doubles.
UserDataAsDouble
public double UserDataAsInt
Allows you to access a value you stored in a BarHistory or TimeSeries UserData property as a double.
UserDataAsInt
public int UserDataAsInt
Values
public List<double> Values
Returns the list of values. You typically do not need to reference the Values property directly, since the TimeSeries class can also access its values via its default property,
WriteToBinaryFile
public void WriteToBinaryFile(string fileName)
See WriteToBinaryFile in class TimeSeries.
WriteToFile
public void WriteToFile(string fileName)
See WriteToFile in class TimeSeries.
Operator Overloads
operator-
public static TimeSeries operator -(TimeSeries s)
Returns a new TimeSeries that contains the unary negative of the TimeSeries.
operator*
public static TimeSeries operator *(TimeSeries s1, TimeSeries s2)
public static TimeSeries operator *(TimeSeries s, double value)
public static TimeSeries operator *(double value, TimeSeries s)
The overloaded multiplication operator allows you to perform multiplication on two TimeSeries instances, or on a TimeSeries and a constant floating point double value.
operator/
public static TimeSeries operator /(TimeSeries s1, TimeSeries s2)
public static TimeSeries operator /(TimeSeries s, double value)
public static TimeSeries operator /(double value, TimeSeries s)
The overloaded division operator allows you to perform division on two TimeSeries instances, or on a TimeSeries and a constant floating point double value. In the case of division by zero, a zero is placed in the resulting values index.
operator&
public static TimeSeries operator &(TimeSeries s1, TimeSeries s2)
Returns a new TimeSeries containing 1's where values of both of the TimeSeries being compared are greater than zero, and -1 where they are not.
operator+
public static TimeSeries operator +(TimeSeries s1, TimeSeries s2)
public static TimeSeries operator +(TimeSeries s, double value)
public static TimeSeries operator +(double value, TimeSeries s)
The overloaded addition operator allows you to perform addition on two TimeSeries instances, or on a TimeSeries and a constant floating point double value.
operator<
public static TimeSeries operator <(TimeSeries s1, TimeSeries s2)
public static TimeSeries operator <(TimeSeries s1, double value)
Returns a new TimeSeries containing 1's where the first TimeSeries argument is less than the second, and -1 where it is not. You can compare TimeSeries against another TimeSeries or a constant numeric value.
operator<<
public static TimeSeries operator <<(TimeSeries ser, int period)
Returns a new TimeSeries that is shifted backward in time a number of bars specified in the period parameter. The shifted series is not safe to use in backtesting, because the shifted series introduces future information to the backtester. The right side of the shifted series will appear blank on the chart, these values contain eunic-brussels.eu
operator>
public static TimeSeries operator >(TimeSeries s1, TimeSeries s2)
public static TimeSeries operator >(TimeSeries s1, double value)
Returns a new TimeSeries containing 1's where the first TimeSeries argument is greater than the second, and -1 where it is not. You can compare TimeSeries against another TimeSeries or a constant numeric value.
operator>>
public static TimeSeries operator >>(TimeSeries ser, int period)
Returns a new TimeSeries that is shifted forward in time a number of bars specified in the period parameter. The shifted series is safe to use in backtesting, because the operation effectively delays the information in the TimeSeries. For example, imagine you shift a TimeSeries to the right by one bar, and examine a value at index X. The actual data you are seeing is the data that occupied X-1 of the original TimeSeries.