TimeSeries
Summary
A series of values that represent time like MarketSeries.OpenTime
Signature
| public abstract interface TimeSeries
|
Namespace
cAlgo.API
Examples
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24 | using cAlgo.API;
using cAlgo.API.Internals;
namespace cAlgo
{
// This sample indicator shows how to use Bars OpenTimes Time Series
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class TimeSeriesSample : Indicator
{
protected override void Initialize()
{
// Every Bars object has a time series which is the open times of bars
var timeSeries = Bars.OpenTimes;
Print("Count: ", timeSeries.Count);
// You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods
var dailyBars = MarketData.GetBars(TimeFrame.Daily);
var dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue);
var open = Bars.OpenPrices[dailyBarsIndex];
Print("Daily Bars Index: ", dailyBarsIndex, " | Open: ", open);
}
public override void Calculate(int index)
{
}
}
}
|
Methods
Last
Summary
Gets the last value of this time series.
Signature
| public abstract DateTime Last(int index)
|
Parameters
Name | Type | Description |
index | int | |
Return Value
DateTime
Examples
| DateTime openTime = MarketSeries.OpenTime.LastValue;
|
GetIndexByExactTime
Summary
Find the index in the different time frame series.
Signature
| public abstract int GetIndexByExactTime(DateTime dateTime)
|
Parameters
Name | Type | Description |
dateTime | DateTime | The open time of the bar at this index |
Return Value
int
Examples
| var indexSeries2 = indexSeries2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime.LastValue);
|
GetIndexByTime
Summary
Find the index in the different time frame series.
Signature
| public abstract int GetIndexByTime(DateTime dateTime)
|
Parameters
Name | Type | Description |
dateTime | DateTime | The open time of the bar at this index |
Return Value
int
Examples
| var indexSeries2 = indexSeries2.OpenTime.GetIndexByTime(MarketSeries.OpenTime.LastValue);
|
Properties
Item
Signature
| public abstract DateTime Item {get;}
|
Return Value
DateTime
LastValue
Summary
Gets the last value of this time series.
Signature
| public abstract DateTime LastValue {get;}
|
Return Value
DateTime
Examples
| DateTime openTime = MarketSeries.OpenTime.LastValue;
|
Count
Summary
Gets the number of elements contained in the series.
Signature
| public abstract int Count {get;}
|
Return Value
int