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[...] EqualPriceThreshold, bool PercentMode, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string description )
public SwingHiLo( Bars bars, int LeftBars, int RightBars, double EqualPriceThreshold, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries, string description )
public static SwingHiLo( Bars bars, int LeftBars, double LeftReversalAmount, int RightBars, double RightReversalAmount, double EqualPriceThreshold, bool PercentMode, bool SetLeftSwings, bool SetOuterSwings, bool SetSteppedSeries) public SwingHi( DataSeries ds, [...]
[...]
var hRM3 = (hR3 - hR2)/2 + hR2;
var hSM3 = (hS2 - hS3)/2 + hS3;
hPivot.Description = "Pivot";
hR1.Description = "R1"; hRM1.Description [...]
[...] Documentation
Syntax
public AdaptiveLookback(Bars bars, int howManySwings, bool UseAll, string description)
public AdaptiveLookback(Bars bars, int howManySwings, bool UseAll, bool fastSwing, string description)
public AdaptiveLookback(Bars bars, int howManySwings, bool UseAll, bool fastSwing, bool preciseDetection, string description) public AdaptiveLookback(Bars bars, bool fastSwing, string description)
public AdaptiveLookback(Bars bars, bool fastSwing, bool preciseDetection, [...]
Syntax
public static class EarningsDate Description
EarningsDate is a static class that has methods to determine earnings events for backtesting and also upcoming earnings releases for live EOD trading. Since EarningsDate is a static class, it's not required to create an object instance using "new". With a "using" reference to Community.Components, access EarningsDate methods (below) by direct calls as shown in the Example.
Method Syntax
public static bool EarningsDate.InWindow(WealthScript ws, int bar, string earningsString, int barsBefore, int barsAfter) [...]
Projection Bands
Syntax
public PBandUpper(Bars bars, int period, string description)
public static PBandUpper Series(Bars bars, int period) public PBandLower(Bars bars, int period, string description)
public static PBandLowerSeries(Bars bars, int period)
Parameter Description
bars
Bars object
period
Lookback period
Projection Oscillator
public PBFastOsc(Bars bars, int period, int FSmooth, string description)
public static PBFastOsc [...]
[...] MinRange)
DataSeries HiLoLimit( DataSeries Series, int Period, double Level, double MinRange) Parameter Description
bars
A Bars object
Period
Lookback period
Level
Level (see below)
MinRange
Minimum range
Description
The HiLoLimit indicator created by Dr.Koch is a "Limit Indicator without lag". It was coded in C# by thodder . Below you'll find its original description: Description - astrological version This indicator gives [...]
[...] static MorningstarSymbolData MorningstarSymbolDataExtractor.GetSymbolData(string symbol)
Parameter Description symbol Any stock symbol valid on Morningstar website
Description
Morningstar is a well-known investment resource. Methods of the MorningstarSymbolDataExtractor class return some helpful snapshot data for U.S./international stock symbols: sector, industry, business description, NAICS/SIC/ISIC codes, stock type and style. GetSymbolData returns an instance of MorningstarSymbolData class populated [...]
[...] Apply the indicator in the intraday scale
DataSeries sto_60 = StochK.Series(i60, Period); sto_60.Description = "60-minute"; SetScaleDaily();
DataSeries sto_d = StochK.Series(Bars, Period); sto_d.Description = "Daily"; SetScaleWeekly();
DataSeries sto_w = StochK.Series(Bars, Period); sto_w.Description = "Weekly"; SetScaleMonthly();
DataSeries sto_m = StochK.Series(Bars, Period); sto_m.Description = "Monthly";
RestoreScale(); DataSeries sto_q = StochK.Series(BarScaleConverter.ToQuarterly(Bars), [...]
[...] page for editing, copy the template below, and paste it into the new page.
Syntax Parameter Description Param1 Param1 [...]
[...] = Open; high2 = High; low2 = Low;
RestoreContext(); DataSeries Ratio = close1 / close2; Ratio.Description = "Ratio";
DataSeries RatioO = open1 / open2; RatioO.Description = "RatioOpen";
DataSeries RatioH = high1 / high2; RatioH.Description = "RatioHigh";
DataSeries RatioL = low1 / low2; RatioL.Description = "RatioLow";
DataSeries [...]
[...] ;
DataSeries ">51"> DB = new DataSeries[51 ;
double domCycle = 0d;
string name = ds.Description;
DataSeries result = Close - Close;
result.Description = "Dominant Cycle(" + name + ")";
// Create and plot the decibel series - change the colors later
ChartPane dbPane = CreatePane(40, false, false );
for( int n = 8; n n = result + n;
DB n .Description = "Cycle." + n.ToString();
PlotSeries(dbPane, DB n , Color.Black, LineStyle.Solid, 6);
}
// Convert [...]
[...] ArrayHolder[61 ;
for( int n = 12; n n = new ArrayHolder();
double domCycle = 0d;
string s = ds.Description + ")";
DataSeries ">61"> DB = new DataSeries[61 ;
DataSeries domCyc = new DataSeries(Bars, "DC(" + s);
domCycMdn = new DataSeries(Bars, "DomCyc(" + s);
snrSer = new DataSeries(Bars, "SNR(" + s);
psnSer = new DataSeries(Bars, "Swing Position(" + s);
tvSer = new DataSeries(Bars, "Trend Vigor(" + s);
// Create and plot the decibel series - change the colors later
ChartPane dbPane = CreatePane(40, false, false );
for( [...]
Syntax public Momentum(DataSeries ds, int period, string description)
public static Momentum Series(DataSeries ds, int period)
public static double Value(int bar, DataSeries ds, int period)
Parameter Description
ds
The source DataSeries
period
Indicator calculation period
Description Momentum is the difference between current price and the price a specified number of bars ago, period . The momentum indicators shows the speed at which price changes from one period to another. [...]
Syntax public RevEngMACDSignal(DataSeries ds, int period1, int period2, bool isSMA, string description)
public RevEngMACDSignal(DataSeries ds, int period1, int period2, double level, bool isSMA, string description)
public RevEngMACDSignal(DataSeries ds, int period1, int period2, int period3, bool isSMA, string description) public static RevEngMACDSignal Series(DataSeries ds, int period1, int period2, int period3, bool isSMA)
Parameter Description ds A DataSeries used to [...]
[...] Strategy into a new Strategy that you create and saving it directly in Wealth-Lab, you should provide a description of the assembly. The description will appear when the Strategy Library is selected in the Strategy Explorer. To provide the description, double click the Properties item in the Visual Studio Solution [...]
Syntax public RainbowOsc(DataSeries ds, int period, int levels, string description): base(ds, description)
public static RainbowOsc Series (DataSeries ds, int period, int levels ) Parameter Description ds DataSeries used to build Rainbow Oscillator period Lookback period levels Number of levels Description Rainbow Oscillator by Mel Widner, Ph.D., was introduced in July 1997 issue of Stocks and Commodities magazine. It is a trend changing indicator. The Rainbow Oscillator [...]
[...] bar)
public int GetTime(Bars bars, int bar) // For use when using a non-synchronized Bars object
Parameter Description bar Bar number bars Bars object GetTime returns 24-hour time as an integer. Example: 4pm = 1600
Syntax
public static int AddIntegerTime(this int t, int minutes) public int AddIntegerTime( int minutes )
Parameter Description t Integer time e.g. 1600 minutes Minutes to add, e.g. 5. To subtract, pass a negative integer. AddIntegerTime adds minutes to an integer time (HHnn) and returns a HHnn time.
Example: [...]
Syntax
public LBR3_10(DataSeries ds, int period1, int period2, string description)
public static LBR3_10 Series(DataSeries ds, int period1, int period2) public LBR3_10_Histogram(DataSeries ds, int period1, int period2, int period3, string description)
public static LBR3_10_Histogram Series(DataSeries ds, int period1, int period2, int period3) public LBR3_10_Signal(DataSeries ds, int period1, int period2, int period3, string description)
public static LBR3_10_Signal Series(DataSeries ds, int period1, int period2, [...]
[...] (TASCIndicators): Indicator Documentation
Syntax public Alpha(DataSeries ds, int sdper, int lrper, string description)
public static Alpha Series(DataSeries ds, int sdper, int lrper)
public static double Value(int bar, DataSeries ds, int sdper, int lrper)
Parameter Description
ds
Source Series
sdper
Number of bars used when calculating the standard deviation of the price changes
lrper
Number of bars used for the prediction (linear regression) of tomorrow's price
Description [...]
Syntax
public AlligatorJaw(DataSeries ds, int period, int delay, string description)
public static AlligatorJaw Series(DataSeries ds, int period, int delay) public AlligatorTeeth(DataSeries ds, int period, int delay, string description)
public static AlligatorTeeth Series(DataSeries ds, int period, int delay) public AlligatorLips(DataSeries ds, int period, int delay, string description)
public static AlligatorLips Series(DataSeries ds, int period, int delay)
Parameter Description [...]
Syntax public SuperPassband(DataSeries ds, int period1, int period2, string description) : base(ds, description) Parameter Description [...]
[...] WealthLab.Indicators.StdDevCalculation calcType)
public StdDev(DataSeries ds, int period, StdDevCalculation calcType, string description)
public static double Value(int bar, DataSeries ds, int period, StdDevCalculation calcType)
Parameter Description
ds
The source DataSeries
period
Indicator calculation period
calcType
WealthLab.Indicators.StdDevCalculation
public const WealthLab.Indicators.StdDevCalculation Population = 0
public const WealthLab.Indicators.StdDevCalculation Sample = 1
Description [...]
Syntax public StoneTrend(Bars bars, int period, string description)
public static StoneTrend Series(Bars bars, int period) Parameter Description
Bars
A Bars object
period
Indicator [...]
[...] PeakDivergence(int proximity, DataSeries ds, double pctRev1, DataSeries ds2, double pctRev2, string description)
public TroughDivergence(int proximity, DataSeries ds, double pctRev1, DataSeries ds2, double pctRev2, string description)
Parameter Description proximity The number of bars of separation allowed between the peaks (troughs) of price and the oscillator. Recommend 6. cp1 The ChartPane in which the first DataSeries, ds1, is plotted. Generally this would be the PricePane . ds1 A Price DataSeries, [...]
Syntax public SimpleDecycler(DataSeries ds, int period, string description) : base(ds, description)
public static SimpleDecycler Series (DataSeries ds, int period) Parameter Description [...]
Syntax public sMACD(DataSeries ds, int period1, int period2, string description): base(ds, description)
public static sMACD Series ( DataSeries ds, int period1, int period2 ) Parameter Description ds A DataSeries used to build MACD (e.g. [...]
Syntax public SRSI(DataSeries ds, int srsiPeriod, int wmaPeriod, string description): base(ds, description)
public static SRSI Series(DataSeries ds, int srsiPeriod, int wmaPeriod) Parameter Description ds [...]
Syntax public DecyclerOscillator(DataSeries ds, int period, double K, string description) : base(ds, description)
public static DecyclerOscillator Series (DataSeries ds, int period, double K) Parameter Description ds DataSeries [...]
KVO Indicator Documentation
Syntax public KVO(Bars bars, int period1, period2, string description)
public static KVOSeries(Bars bars, int period1, period2) Parameter Description bars A Bars object period1 The length of the faster EMA of the volume force period2 The length of the slower EMA of the volume force Description
KVO (developed by Stephen Klinger) is used to determine long-term trends of money flow while remaining sensitive enough to short-term fluctuations. This oscilator compares [...]
[...] WealthScript ws, double p, int bar) public double LimitPriorityLong(double p, int bar)
Parameter Description p Limit price bar Signal bar This function, created by Andrew Vishnyakov ( avishn ), helps to estimate which limit orders will realistically be hit first - without dropping to the intraday data level. According to its author, it gives quick and dirty approximation and is useful when scanning large data sets.
IntradayFillPriorityEstimate Syntax public static double IntradayFillPriorityEstimate(this WealthScript ws, bool longPos, bool limit, double [...]