Above Below

IsAbove(IsBelow) predicate receives two input lines and generates a signal if the first line is strictly above(strictly below) the second one during the specified time interval. By default the interval equals 1.

Implementation and Usage

These predicates can be used in a strategy with the following constructors:

IsAbove

IsBelow

creates new instance of the IsAbove / IsBelow predicate with default period equal to 1.

IsAbove(Int32)

IsBelow(Int32)

creates new instance of the IsAbove/ IsBelow predicate with point window.

IsAbove(TimeSpan)

IsBelow(TimeSpan)

creates new instance of the IsAbove / IsBelow predicate with time window.

The value of the indicators is updated by two series type of method Add():

Add(Double, Double)

Add(Double, Double, DateTime)

Use

Above

Below

properties to get the current value.

Example

For the first series, Sma with the period of 20 of the Apple Inc. stock price (bar close price) is used, whereas for the second series the price itself is used. The predicate period in this example is set to 10.

Copy

 1public partial class InstrumentExecutor : InstrumentExecutorBase
 2{
 3+LocalVariables 3-    #region LocalVariables
 4 
 5     //Sma indicator
 6     Sma sma;
 7     //Is Above indicator
 8     IsAbove isAbove;
 9     //chart lines
10     Line isAboveLine, smaLine;
11 
12     #endregion
13
14+Events14-    #region Events
15     public override void OnInit()
16     {
17         //init indicators
18         sma = new Sma(20);
19         isAbove = new IsAbove(10);
20 
21         //init lines
22         smaLine = Charting.CreateLine("Sma", "", Symbol, Pens.Blue, LineStyle.Line, Charting.PriceChart, 1);
23 
24         isAboveLine = Charting.CreateLine("IsAbove", "", Symbol, Pens.Black, LineStyle.Line, Charting.PriceChart, 2);
25     }
26 
27     public override void OnBarClose()
28     {
29         //update values of the indicators
30         sma.Add(CurrentPrice, CurrentTime);
31         isAbove.Add(sma.SMA, CurrentPrice, CurrentTime);
32 
33         //get values and chart
34         smaLine.Draw(CurrentTime, sma.SMA);
35         isAboveLine.Draw(CurrentTime, isAbove.Above);
36     }
37     #endregion

Chart