dotnetCHARTING Send comments on this topic.
FinancialEngine Class Members
See Also  Methods 
dotnetCHARTING Namespace : FinancialEngine Class


The following tables list the members exposed by FinancialEngine.

Public Constructors

 NameDescription
Public ConstructorFinancialEngine Constructor  
Top

Public Methods

 NameDescription
Public Methodstatic (Shared in Visual Basic)AcumulateDistributeOverPeriodOverloaded.  Evaluates the accumulation/distribution indicator for each of the (sub)collection of periods of a given length.  
Public Methodstatic (Shared in Visual Basic)AroonDownOverloaded. Calculates the Aroon Down indicator which measures the relative time since the last lowest low for all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)AroonDownOverPeriodOverloaded. Calculates the Aroon Down indicator which measures the relative time since the last lowest low for all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)AroonOscillatorOverloaded.  Evaluates the Aroon Oscillator over the a given period.  
Public Methodstatic (Shared in Visual Basic)AroonOscillatorOverPeriodOverloaded.  Evaluates the Aroon Oscillator over all periods where sufficient historical data is provided.  
Public Methodstatic (Shared in Visual Basic)AroonUpOverloaded.  Evaluates the Aroon Up indicator which measures the relative time since the last highest high.  
Public Methodstatic (Shared in Visual Basic)AroonUpOverPeriodOverloaded. Evaluates the Aroon Up indicator which measures the relative time since the last highest high for all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)AveragePriceOverloaded.  Evaluates the Average Price for each periods of a collection of periods.  
Public Methodstatic (Shared in Visual Basic)BalanceOfPowerOverPeriodOverloaded. Evaluates the Balance of Power (BOP) indicator, created by Igor Livshin; which captures the struggle between the Bulls and Bears over a number of trading days.  
Public Methodstatic (Shared in Visual Basic)BollingerBandsOverloaded.  Within this class we offer procedures which evaluate the upper and lower Bollinger Bands.  
Public Methodstatic (Shared in Visual Basic)ChaikinMoneyFlowOverPeriodOverloaded. Iteratively evaluate the Chaikin Money Flow (CMF)indicator over all (sub)collections of periods of a given length for all periods for which data is provided.  
Public Methodstatic (Shared in Visual Basic)ChaikinOscillatorOverloaded. This method implements the Chaikin Oscillator (also known as the Chaikin A/D Oscillator) and evaluates this indicator for the latest and all previous periods for which there exists sufficient data.  
Public Methodstatic (Shared in Visual Basic)ChaikinVolatilityOverloaded.  Chaikin's Volatility indicator compares the spread between a security's high and low prices.  
Public Methodstatic (Shared in Visual Basic)CommodityChannelIdxOverPeriodOverloaded. This indicator is a generalization of the CommodityChannelIndex indicator and calculates the values of the commodityChannelIndex indicator over all sub-periods of a given length.  
Public Methodstatic (Shared in Visual Basic)CrossingExtremeSignalOverloaded.  This trading system combines the features of the crossing and extremum value trading systems by requiring that a signal will only be generated if the fast K Stochastic crosses the slow D Stochastic either above or below the extremal values.  
Public Methodstatic (Shared in Visual Basic)CrossingSignalOverloaded.  Implements a general framework for producing trading signals based on the crossing of two Stochastics.  
Public Methodstatic (Shared in Visual Basic)DirectionalMotionOverloaded.  Calculates the Directional Indicator which forms the main part of the Directional Movement System developed by Wellas Wilder.  
Public Methodstatic (Shared in Visual Basic)DMISignalOverloaded.  Evaluates what is know as the Directional Motion Indicator (MDI) Trading Signal.  
Public Methodstatic (Shared in Visual Basic)DStochasticOverloaded.  Evaluate the (general) %D Stochastic.  
Public Methodstatic (Shared in Visual Basic)ExponentiallyWeightedMovingAverageOverloaded. Evaluates the (x-day) Exponentially Weighted Moving Average(EWMA) of a time series provided where x is the length of the time series array which is provided as a parameter, for all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)ExtremeValueDSignalOverloaded.  Implements a general framework for producing extreme value trading signals using Stochastic indicators.  
Public Methodstatic (Shared in Visual Basic)ExtremeValueKSignalOverloaded.  Implements a general framework for producing extreme value trading signals using Stochastic indicators.  
Public Methodstatic (Shared in Visual Basic)FiniteImpulseResponseOverloaded.  Calculates a Finite Impulse Response Filter.  
Public Methodstatic (Shared in Visual Basic)GeometricMeanOverloaded.  Calculates the geometric mean of the series's elements values.  
Public Methodstatic (Shared in Visual Basic)GeometricMovingAverageOverloaded. Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided.  
Public Methodstatic (Shared in Visual Basic)HighestPeriodOverloaded.  Returns the highest value of prices over all values given. Returns a series which contains the higher highs values of prices array within a given period considering a look back period of n days.  
Public Methodstatic (Shared in Visual Basic)InterQuartileRangeOverloaded.  Calculates the Inter-Quartile Range(IQR) of the currently registered data set.  
Public Methodstatic (Shared in Visual Basic)KairiOverloaded. Calculates the Kairi Indicator measure as a percentage of the price, the divergence between the a moving average (generally the simple moving average) of the price and the price itself for each period for which there is sufficient historical values.  
Public Methodstatic (Shared in Visual Basic)KFastStochasticOverloaded.  Evaluation of the Fast

Indicator variables

The Stochastic K depends on the following variable:

  • Periods - the number of previous time periods used over which the closing price is compared.

Now the formulae for the Stochastic %K over a is:


100 x (Last Close - Lowest low)/(Highest high - Lowest low)

where the "lowest low" (respec. "highest high") is the highest (respec. lowest) close of the asset over the period under consideration. Since the "Last close", will lie between the highest high and lowest low this indicator will lie between 0 and 100.

 
Public Methodstatic (Shared in Visual Basic)KurtosisOverloaded.  Calculates the kurtosis of the currently registered data set.  
Public Methodstatic (Shared in Visual Basic)LinearMovingAverageOverloaded. Returns the value of the Linearly Weighted Moving Average(LWMA) for all periods for which sufficient historical data is provided.  
Public Methodstatic (Shared in Visual Basic)LowerBollingerBandsOverloaded.  Evaluates the position of the Lower Bollinger Band for a given standard deviation level.  
Public Methodstatic (Shared in Visual Basic)LowestPeriodOverloaded. Returns an array which contains the lower lows values of prices array within a given period considering a look back period of n days.  
Public Methodstatic (Shared in Visual Basic)MarketFacilitationIndexOverloaded.  Market Facilitation Index was developed by Dr. Bill Williams and take into consideration the price and volume.  
Public Methodstatic (Shared in Visual Basic)MeanOverloaded.  Calculates the arithmetic mean of the elements values of the series.  
Public Methodstatic (Shared in Visual Basic)MeanDeviationOverloaded.  Calculates the mean deviation of the series's element values.  
Public Methodstatic (Shared in Visual Basic)MedianOverloaded.  Calculates the mean deviation of the series's element YValues.  
Public Methodstatic (Shared in Visual Basic)MedianMovingAverageOverloaded. Returns the Median Moving Average of a given period of the data series provided for all possible periods for the data given.  
Public Methodstatic (Shared in Visual Basic)MedianPriceOverloaded.  Evaluates the Median Price of an asset for a given trading period.  
Public Methodstatic (Shared in Visual Basic)MinusDirectionalMovementOverloaded.  Evaluates the Minus Directional Movement Indicator (MDMI) over a number of periods using price data only.  
Public Methodstatic (Shared in Visual Basic)MomentumOverloaded. We evaluate the n-day momentum which is simply the difference between today's closing price and the close price n days ago, for all days for which sufficient historical data is given.  
Public Methodstatic (Shared in Visual Basic)MomentumPercentOverloaded.  We calculate the momentum pergentage over a given period.  
Public Methodstatic (Shared in Visual Basic)MoneyFlowIdxOverPeriodOverloaded. Evaluates the Money Flow Index (MFI) which measures the strength of money flowing in and out of a security over all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)NegativeVolumeIndexOverloaded.  We evaluate the Negative Volume Index(NVI) wich take in the consideration the days where volume decrease from the prevoius day.  
Public Methodstatic (Shared in Visual Basic)OnBalanceVolumeOverloaded.  On Balance Volume ("OBV") is a momentum indicator developed by Joe Granville that relates volume to price change.  
Public Methodstatic (Shared in Visual Basic)PercentileOverloaded.  Calculates the n-th percentile of the series.  
Public Methodstatic (Shared in Visual Basic)Percentile25Overloaded.  Calculates the first percentile of the series.  
Public Methodstatic (Shared in Visual Basic)Percentile50Overloaded.  Calculates the second percentile of the series.  
Public Methodstatic (Shared in Visual Basic)Percentile75Overloaded.  Calculates the third percentile of the series.  
Public Methodstatic (Shared in Visual Basic)PlusDirectionalMovementOverloaded.  Evaluates the Plus Directional Movement Indicator (PDMI) over a number of periods using price data only.  
Public Methodstatic (Shared in Visual Basic)PositiveVolumeIndexOverloaded.  We evaluate the Positive Volume Index(PVI) wich take in the consideration the days where volume increase from the previous day.  
Public Methodstatic (Shared in Visual Basic)PriceActionIndicatorOverloaded.  Evaluates the Price Action Indicator (PAIN) of an asset for a given trading period.  
Public Methodstatic (Shared in Visual Basic)RangeOverloaded.  Calculates the range of the series's elements values.  
Public Methodstatic (Shared in Visual Basic)RateOfChangeOverloaded.  Calculate the n-day rate of change (ROC) for all periods for which there is sufficient data.  
Public Methodstatic (Shared in Visual Basic)RelativeStrengthIndexOverloaded.  Implements the Relative Strength Indicator (RSI), developed by J. Welles Wilder in 1978; which measures the relative internal strength of a market. Please note that this indicator is not measured against another market or index. RSI measures the relative changes between higher and lower closing prices.  
Public Methodstatic (Shared in Visual Basic)SimpleMovingAverageOverloaded. Calculates the arithmetic(or simple) Moving Average(MA) of a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided.  
Public Methodstatic (Shared in Visual Basic)SkewnessOverloaded.  Calculates the skewness of the currently registered data set.  
Public Methodstatic (Shared in Visual Basic)StandardDeviationOverloaded.  Calculates the sample standard variance of the series's elements values.  
Public Methodstatic (Shared in Visual Basic)TriangularMovingAverageOverloaded. Evaluates the x-period Triangular Moving Average(TMA) where x corresponds to the length of the time series array given as a parameter, for all periods for which sufficient data is provided.  
Public Methodstatic (Shared in Visual Basic)TrueRangeOverloaded.  True Range (TR) of a traded asset over a number of periods.  
Public Methodstatic (Shared in Visual Basic)TypicalPriceOverloaded.  Evaluates the Typical Price of an asset within a given trading period.  
Public Methodstatic (Shared in Visual Basic)UpperBollingerBandsOverloaded.  Evaluates the position of the Upper Bollinger Band for a given standard deviation level.  
Public Methodstatic (Shared in Visual Basic)VarianceOverloaded.  Calculates the sample variance of the series's elements values.  
Public Methodstatic (Shared in Visual Basic)WeightedMovingAverageOverloaded. Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data.  
Public Methodstatic (Shared in Visual Basic)ZScoreOverloaded. Evaluates the z-score (often referred to as the standardized value) of an element series's element values.  
Top

See Also