Class Basic

Collection of basic indicators.

Inheritance

object

Basic

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class Basic

Methods

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AbsReturn(TimeSeriesFloat)

Calculate absolute return as r = v[0] - v[1].

Declaration

public static TimeSeriesFloat AbsReturn(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	time series of absolute returns

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AbsValue(TimeSeriesFloat)

Calculate absolute value of time series.

Declaration

public static TimeSeriesFloat AbsValue(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	time series of absolute values

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Const(Algorithm, double)

Create time series with constant value.

Declaration

public static TimeSeriesFloat Const(this Algorithm algo, double value)

Parameters

Type	Name	Description
Algorithm	algo	parent algorithm
double	value	value

Returns

Type	Description
TimeSeriesFloat	time series

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Const(TimeSeriesFloat, double)

Create time series with constant value.

Declaration

public static TimeSeriesFloat Const(this TimeSeriesFloat series, double value)

Parameters

Type	Name	Description
TimeSeriesFloat	series	parent series
double	value	value

Returns

Type	Description
TimeSeriesFloat	time series

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Delay(TimeSeriesFloat, int)

Delay time series.

Declaration

public static TimeSeriesFloat Delay(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
int	n	delay

Returns

Type	Description
TimeSeriesFloat	delayed time series

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Exp(TimeSeriesFloat)

Calculate exp of time series.

Declaration

public static TimeSeriesFloat Exp(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	exp time series

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Highest(TimeSeriesFloat, int)

Return highest value in given period.

Declaration

public static TimeSeriesFloat Highest(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
int	n	observation period

Returns

Type	Description
TimeSeriesFloat	time series of highest values

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Log(TimeSeriesFloat)

Calculate natural logarithm of time series.

Declaration

public static TimeSeriesFloat Log(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	log time series

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LogReturn(TimeSeriesFloat)

Calculate logarithmic return as r = log(v[0] / v[1]).

Declaration

public static TimeSeriesFloat LogReturn(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	time series of log returns

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Lowest(TimeSeriesFloat, int)

Return lowest value in given period.

Declaration

public static TimeSeriesFloat Lowest(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
int	n	observation period

Returns

Type	Description
TimeSeriesFloat	time series of highest values

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Pow(TimeSeriesFloat, double)

Calculate power of time series.

Declaration

public static TimeSeriesFloat Pow(this TimeSeriesFloat series, double power)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
double	power

Returns

Type	Description
TimeSeriesFloat	exp time series

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Range(TimeSeriesFloat, int)

Return value range in given period.

Declaration

public static TimeSeriesFloat Range(this TimeSeriesFloat series, int n)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series
int	n	observation period

Returns

Type	Description
TimeSeriesFloat	time series of range values

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RelReturn(TimeSeriesFloat)

Return relative return, calculated as r = v[0] / v[1] - 1.

Declaration

public static TimeSeriesFloat RelReturn(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	time series of linear returns

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Sqrt(TimeSeriesFloat)

Calculate square root of time series.

Declaration

public static TimeSeriesFloat Sqrt(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	square root time series

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Square(TimeSeriesFloat)

Calculate square of time series.

Declaration

public static TimeSeriesFloat Square(this TimeSeriesFloat series)

Parameters

Type	Name	Description
TimeSeriesFloat	series	input series

Returns

Type	Description
TimeSeriesFloat	squared time series