Basic price bar transforms

Returns a reusable (chainable) basic bar transform (e.g. HL2, OHL3, etc.) by isolating a single component part value or calculated value from the full OHLCV bar candle parts.

// C# usage syntax
IReadOnlyList<TimeValue> results =
  bars.Use(candlePart);

// alternate syntax
IReadOnlyList<TimeValue> results =
  bars.ToBarPart(candlePart);

Parameters

param	type	description
candlePart	CandlePart	The OHLCV element or simple price transform

Historical price bars requirements

You must have at least 1 period of bars.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

CandlePart enum options

enum	int	description
CandlePart.Open	0	Open price
CandlePart.High	1	High price
CandlePart.Low	2	Low price
CandlePart.Close	3	Close price
CandlePart.Volume	4	Volume
CandlePart.HL2	5	(High+Low)/2
CandlePart.HLC3	6	(High+Low+Close)/3
CandlePart.OC2	7	(Open+Close)/2
CandlePart.OHL3	8	(Open+High+Low)/3
CandlePart.OHLC4	9	(Open+High+Low+Close)/4

Response

IReadOnlyList<TimeValue>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.

TimeValue type

property	type	description
Timestamp	DateTime	Date from evaluated TBar
Value	double	Price of CandlePart option

Utilities

• .Find(lookupDate)

See Utilities and helpers for more information.

Chaining

Results can be further processed on Value with additional chain-enabled indicators.

// example
var results = bars
    .Use(CandlePart.OHLC4)
    .ToRsi(..);

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming

Subscribe to a BarHub for streaming scenarios:

BarHub barHub = new();
BarPartHub observer = barHub.ToBarPartHub(CandlePart.HL2);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<TimeValue> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.

Buffering

Use a BarPartList for incremental buffering scenarios:

BarPartList buffer = new(CandlePart.Close);

foreach (IBar bar in bars)  // simulating stream
{
  buffer.Add(bar);
}

IReadOnlyList<TimeValue> results = buffer;