The following tables list the members exposed by FinancialEngine.
Public Constructors
| Name | Description | |
|---|---|---|
 | FinancialEngine Constructor |
Public Methods
| Name | Description | |
|---|---|---|
  | AcumulateDistributeOverPeriod | Overloaded. Evaluates the accumulation/distribution indicator for each of the (sub)collection of periods of a given length. |
| AroonDown | Overloaded. Calculates the Aroon Down indicator which measures the relative time since the last lowest low for all periods for which sufficient data is provided. |
| AroonDownOverPeriod | Overloaded. Calculates the Aroon Down indicator which measures the relative time since the last lowest low for all periods for which sufficient data is provided. |
| AroonOscillator | Overloaded. Evaluates the Aroon Oscillator over the a given period. |
| AroonOscillatorOverPeriod | Overloaded. Evaluates the Aroon Oscillator over all periods where sufficient historical data is provided. |
| AroonUp | Overloaded. Evaluates the Aroon Up indicator which measures the relative time since the last highest high. |
| AroonUpOverPeriod | Overloaded. Evaluates the Aroon Up indicator which measures the relative time since the last highest high for all periods for which sufficient data is provided. |
| AveragePrice | Overloaded. Evaluates the Average Price for each periods of a collection of periods. |
| BalanceOfPowerOverPeriod | Overloaded. Evaluates the Balance of Power (BOP) indicator, created by Igor Livshin; which captures the struggle between the Bulls and Bears over a number of trading days. |
| BollingerBands | Overloaded. Within this class we offer procedures which evaluate the upper and lower Bollinger Bands. |
| ChaikinMoneyFlowOverPeriod | Overloaded. Iteratively evaluate the Chaikin Money Flow (CMF)indicator over all (sub)collections of periods of a given length for all periods for which data is provided. |
| ChaikinOscillator | Overloaded. This method implements the Chaikin Oscillator (also known as the Chaikin A/D Oscillator) and evaluates this indicator for the latest and all previous periods for which there exists sufficient data. |
| ChaikinVolatility | Overloaded. Chaikin's Volatility indicator compares the spread between a security's high and low prices. |
| CommodityChannelIdxOverPeriod | Overloaded. This indicator is a generalization of the CommodityChannelIndex indicator and
calculates the values of the commodityChannelIndex indicator over all sub-periods of a
given length.
|
| CrossingExtremeSignal | Overloaded. This trading system combines the features of the crossing and extremum value trading systems by requiring that a signal will only be generated if the fast K Stochastic crosses the slow D Stochastic either above or below the extremal values. |
| CrossingSignal | Overloaded. Implements a general framework for producing trading signals based on the crossing of two Stochastics. |
| DirectionalMotion | Overloaded. Calculates the Directional Indicator which forms the main part of the Directional Movement System developed by Wellas Wilder. |
| DMISignal | Overloaded. Evaluates what is know as the Directional Motion Indicator (MDI) Trading Signal. |
| DStochastic | Overloaded. Evaluate the (general) %D Stochastic. |
| ExponentiallyWeightedMovingAverage | Overloaded. Evaluates the (x-day) Exponentially Weighted Moving Average(EWMA) of a time
series provided where x is the length of the time series array which is provided as a
parameter, for all periods for which sufficient data is provided.
|
| ExtremeValueDSignal | Overloaded. Implements a general framework for producing extreme value trading signals using Stochastic indicators. |
| ExtremeValueKSignal | Overloaded. Implements a general framework for producing extreme value trading signals using Stochastic indicators. |
| FiniteImpulseResponse | Overloaded. Calculates a Finite Impulse Response Filter. |
| GeometricMean | Overloaded. Calculates the geometric mean of the series's elements values. |
| GeometricMovingAverage | Overloaded. Calculates the Geometric Moving Average(GMA) for a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. |
| HighestPeriod | Overloaded. Returns the highest value of prices over all values given. Returns a series which contains the higher highs values of prices array within a given period considering a look back period of n days. |
| InterQuartileRange | Overloaded. Calculates the Inter-Quartile Range(IQR) of the currently registered data set. |
| Kairi | Overloaded. Calculates the Kairi Indicator measure as a percentage of the price, the divergence between the a moving average (generally the simple moving average) of the price and the price itself for each period for which there is sufficient historical values. |
| KFastStochastic | Overloaded.
Evaluation of the Fast
Indicator variablesThe Stochastic K depends on the following variable:
Now the formulae for the Stochastic %K over a is: 100 x (Last Close - Lowest low)/(Highest high - Lowest low) where the "lowest low" (respec. "highest high") is the highest (respec. lowest) close of the asset over the period under consideration. Since the "Last close", will lie between the highest high and lowest low this indicator will lie between 0 and 100. |
| Kurtosis | Overloaded. Calculates the kurtosis of the currently registered data set. |
| LinearMovingAverage | Overloaded. Returns the value of the Linearly Weighted Moving Average(LWMA) for all periods for which sufficient historical data is provided. |
| LowerBollingerBands | Overloaded. Evaluates the position of the Lower Bollinger Band for a given standard deviation level. |
| LowestPeriod | Overloaded. Returns an array which contains the lower lows values of prices array within a given period considering a look back period of n days. |
| MarketFacilitationIndex | Overloaded. Market Facilitation Index was developed by Dr. Bill Williams and take into consideration the price and volume. |
| Mean | Overloaded. Calculates the arithmetic mean of the elements values of the series. |
| MeanDeviation | Overloaded. Calculates the mean deviation of the series's element values. |
| Median | Overloaded. Calculates the mean deviation of the series's element YValues. |
| MedianMovingAverage | Overloaded. Returns the Median Moving Average of a given period of the data series provided for all possible periods for the data given. |
| MedianPrice | Overloaded. Evaluates the Median Price of an asset for a given trading period. |
| MinusDirectionalMovement | Overloaded. Evaluates the Minus Directional Movement Indicator (MDMI) over a number of periods using price data only. |
| Momentum | Overloaded. We evaluate the n-day momentum which is simply the difference between today's closing price and the close price n days ago, for all days for which sufficient historical data is given. |
| MomentumPercent | Overloaded. We calculate the momentum pergentage over a given period. |
| MoneyFlowIdxOverPeriod | Overloaded. Evaluates the Money Flow Index (MFI) which measures the strength of money flowing in and out of a security over all periods for which sufficient data is provided. |
| NegativeVolumeIndex | Overloaded. We evaluate the Negative Volume Index(NVI) wich take in the consideration the days where volume decrease from the prevoius day. |
| OnBalanceVolume | Overloaded. On Balance Volume ("OBV") is a momentum indicator developed by Joe Granville that relates volume to price change. |
| Percentile | Overloaded. Calculates the n-th percentile of the series. |
| Percentile25 | Overloaded. Calculates the first percentile of the series. |
| Percentile50 | Overloaded. Calculates the second percentile of the series. |
| Percentile75 | Overloaded. Calculates the third percentile of the series. |
| PlusDirectionalMovement | Overloaded. Evaluates the Plus Directional Movement Indicator (PDMI) over a number of periods using price data only. |
| PositiveVolumeIndex | Overloaded. We evaluate the Positive Volume Index(PVI) wich take in the consideration the days where volume increase from the previous day. |
| PriceActionIndicator | Overloaded. Evaluates the Price Action Indicator (PAIN) of an asset for a given trading period. |
| Range | Overloaded. Calculates the range of the series's elements values. |
| RateOfChange | Overloaded. Calculate the n-day rate of change (ROC) for all periods for which there is sufficient data. |
| RelativeStrengthIndex | Overloaded. Implements the Relative Strength Indicator (RSI), developed by J. Welles Wilder in 1978; which measures the relative internal strength of a market. Please note that this indicator is not measured against another market or index. RSI measures the relative changes between higher and lower closing prices. |
| SimpleMovingAverage | Overloaded. Calculates the arithmetic(or simple) Moving Average(MA) of a given period for all possible data points (i.e. periods) for which there is sufficient historical data provided. |
| Skewness | Overloaded. Calculates the skewness of the currently registered data set. |
| StandardDeviation | Overloaded. Calculates the sample standard variance of the series's elements values. |
| TriangularMovingAverage | Overloaded. Evaluates the x-period Triangular Moving Average(TMA) where x corresponds to
the length of the time series array given as a parameter, for all periods for which sufficient data
is provided.
|
| TrueRange | Overloaded. True Range (TR) of a traded asset over a number of periods. |
| TypicalPrice | Overloaded. Evaluates the Typical Price of an asset within a given trading period. |
| UpperBollingerBands | Overloaded. Evaluates the position of the Upper Bollinger Band for a given standard deviation level. |
| Variance | Overloaded. Calculates the sample variance of the series's elements values. |
| WeightedMovingAverage | Overloaded. Evaluate the Weighted Moving Average(WMA) where the weights associated to all the elements of the historical values are given and the WMA is evaluated for all periods for which there is sufficient historical data. |
| ZScore | Overloaded. Evaluates the z-score (often referred to as the standardized value) of an element series's element values. |