TimeSeries


Summary

A series of values that represent time like MarketSeries.OpenTime

Syntax

public interface TimeSeries : IEnumerable

Members

NameTypeSummary
Count PropertyGets the number of elements contained in the series.
GetIndexByExactTime MethodFind the index in the different time frame series.
GetIndexByTime MethodFind the index in the different time frame series.
Last MethodAccess a value in the data series certain number of bars ago.
LastValue PropertyGets the last value of this time series.
this[int index] PropertyReturns the DateTime value at the specified index.

Example 1

using cAlgo.API;
using cAlgo.API.Internals;
namespace cAlgo
{
    // This sample indicator shows how to use Bars OpenTimes Time Series
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TimeSeriesSample : Indicator
    {
        protected override void Initialize()
        {
            // Every Bars object has a time series which is the open times of bars
            var timeSeries = Bars.OpenTimes;
            Print("Count: ", timeSeries.Count);
            // You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods
            var dailyBars = MarketData.GetBars(TimeFrame.Daily);
            var dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue);
            var open = Bars.OpenPrices[dailyBarsIndex];
            Print("Daily Bars Index: ", dailyBarsIndex, " | Open: ", open);
        }
        public override void Calculate(int index)
        {
        }
    }
}
Reference