Logical Predicates

LogicalAnd - Generates signal when both input values are in signaled state(equal to 1.0).

LogicalAndNot - Generates signal when first input value is in signaled state(equal to 1.0) while second input value is in not signal state(equal to 0.0).

LogicalNot - Generates signal when the input value is not in signal state(equal to 0.0).

LogicalOr - Generates signal when at least one of the input values is in signaled state(equal to 1.0).

LogicalOrNot - Generates signal when either first input value in signaled state(equal to 1.0) either second input value in not signaled state(equal to 0.0).

LogicalXor - Generates signal when only one of input values are in signal state(equal to 1.0).

LogicalXorNot - Generates signal when input logical values has equal state(both signaled or not signaled).

Implementation and Usage

These predicates can be used in a strategy with the following constructors without any input parameters:

The value of the LogicalNot predicate is updated by simple prototype of method Add():

Add(Double)

Add(Double, DateTime)

The values of the rest predicates are updated by two series prototype of method Add():

Add(Double, Double)

Add(Double, Double, DateTime)

Use

properties to get the current value.

Example

Here is the example of LogicalAndNot predicate. For the first series, IsGreater predicate with level of 243.5 is used; for the second series, IsDropped with period 30 and drop 0.5% is used. IsGreater and IsDropped predicates are calculated for Apple Inc. stock price(Bar close price).

Copy

 1public partial class InstrumentExecutor : InstrumentExecutorBase
 2{
 3+LocalVariables 3-    #region LocalVariables
 4 
 5     //Is Greater indicator
 6     IsGreater isGreater;
 7     //Is Gained indicator
 8     IsDropped isDropped;
 9     //Logical And Not indicator
10     LogicalAndNot andNot;
11     //chart lines
12     Line isGreaterLine, isDroppedLine, andNotLine;
13 
14     #endregion
15
16+Events16-    #region Events
17     public override void OnInit()
18     {
19         //init indicators
20         isGreater = new IsGreater(243.5);
21         isDropped = new IsDropped(30, 0.5);
22         andNot = new LogicalAndNot();
23 
24         //init lines
25         isGreaterLine = Charting.CreateLine("IsGreater", "", Symbol, Pens.Black, LineStyle.Line, Charting.PriceChart, 2);
26 
27         isDroppedLine = Charting.CreateLine("IsDropped", "", Symbol, Pens.Blue, LineStyle.Line, Charting.PriceChart, 3);
28 
29         andNotLine = Charting.CreateLine("LogicalAndNot", "", Symbol, Pens.Red, LineStyle.Line, Charting.PriceChart, 4);
30     }
31 
32     public override void OnBarClose()
33     {
34         //update value of the indicators
35         isGreater.Add(CurrentPrice, CurrentTime);
36         isDropped.Add(CurrentPrice, CurrentTime);
37         andNot.Add(isGreater.Greater, isDropped.Dropped, CurrentTime);
38         //chart
39         isGreaterLine.Draw(CurrentTime,isGreater.Greater);
40         isDroppedLine.Draw(CurrentTime,isDropped.Dropped);
41         andNotLine.Draw(CurrentTime, andNot.AndNot);
42     }
43     #endregion
44}