Basic quote transforms
Returns a basic quote transform (e.g. HL2, OHL3, etc.) and isolation of individual price quote candle parts from a full OHLCV quote.
// C# usage syntax
IEnumerable<BasicData> results =
quotes.GetBaseQuote(candlePart);
Parameters
candlePart
CandlePart
- The OHLCV element or simple price transform. See CandlePart options below.
Historical quotes requirements
You must have at least 1 period of quotes
.
quotes
is a collection of generic TQuote
historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
CandlePart options
type | description |
---|---|
CandlePart.Open | Open price |
CandlePart.High | High price |
CandlePart.Low | Low price |
CandlePart.Close | Close price |
CandlePart.Volume | Volume |
CandlePart.HL2 | (High+Low)/2 |
CandlePart.HLC3 | (High+Low+Close)/3 |
CandlePart.OC2 | (Open+Close)/2 |
CandlePart.OHL3 | (Open+High+Low)/3 |
CandlePart.OHLC4 | (Open+High+Low+Close)/4 |
Response
IEnumerable<BasicData>
- This method returns a time series of all available indicator values for the
quotes
provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
BasicData
Date
DateTime
- Date from evaluated TQuote
Value
double
- Price of CandlePart
option
Utilities
See Utilities and helpers for more information.
Chaining
Results can be further processed on Value
with additional chain-enabled indicators.
// example
var results = quotes
.GetBaseQuote(CandlePart.OHLC4)
.GetRsi(..);
// and is equivalent to
var results = quotes
.Use(CandlePart.OHLC4)
.GetRsi(..);
This indicator must be generated from quotes
and cannot be generated from results of another chain-enabled indicator or method.