Ulcer Index (UI)
Created by Peter Martin, the Ulcer Index is a measure of downside price volatility over a lookback window. Often called the “heart attack” score, it measures the amount of pain seen from drawdowns in financial market prices and portfolio value. [Discuss] 💬
// usage IEnumerable<UlcerIndexResult> results = quotes.GetUlcerIndex(lookbackPeriods);
int - Number of periods (
N) for review. Must be greater than 0. Default is 14.
Historical quotes requirements
You must have at least
N periods of
quotes to cover the warmup periods.
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.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
nullvalues since there’s not enough data to calculate.
DateTime - Date from evaluated
double - Ulcer Index
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetAlma(..);
Results can be further processed on
UI with additional chain-enabled indicators.
// example var results = quotes .GetAlma(..) .GetRsi(..);