ENVL Class
Name | Description | |
---|---|---|
ENVL(ISeries, int, double, BarData) | ENVL normal constructor. |
Name | Description | |
---|---|---|
AutoUpdate | (inherited from Indicator). | |
BarData | The bar data of ENVL. | |
Count | Gets the count. (inherited from Indicator). | |
Description | Gets the description. (inherited from TimeSeries). | |
Fields | (inherited from Indicator). | |
First | Gets the first. (inherited from Indicator). | |
FirstDateTime | Datetime of the first item in this time array (inherited from Indicator). | |
Id | Gets the id. (inherited from TimeSeries). | |
Indicators | Gets the indicators. (inherited from TimeSeries). | |
IsMultiIndicator | (inherited from Indicator). | |
IsUseBarSlice | (inherited from Indicator). | |
Item(int, BarData) | Gets the Double at the specified index and bar data. (inherited from Indicator). | |
Item(int) | Gets or sets the Double at the specified index. (inherited from Indicator). | |
Last | Gets the last. (inherited from Indicator). | |
LastDateTime | Datetime of the last item in this time array (inherited from Indicator). | |
Length | The first length of ENVL. | |
MaxLength | (inherited from TimeSeries). | |
Name | Gets the name. (inherited from TimeSeries). | |
Shift | The shift of ENVL. |
Name | Description | |
---|---|---|
Add(DateTime, double) | Adds the specified date time. (inherited from TimeSeries). | |
Ago(int) | Agoes the specified n. (inherited from TimeSeries). | |
Attach() | (inherited from Indicator). | |
Calculate(int) | Calculate ENVL at the specific index. | |
Clear() | (inherited from Indicator). | |
Clone(ISeries) | ||
Contains(DateTime) | Determines whether [contains] [the specified date time]. (inherited from TimeSeries). | |
Crosses(TimeSeries, DateTime) | Crosseses the specified series. (inherited from TimeSeries). | |
Crosses(double, int) | Crosseses the specified level. (inherited from TimeSeries). | |
Detach() | (inherited from Indicator). | |
Exp() | Exps this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
GetAsymmetry(int, int, int) | Gets the asymmetry. (inherited from TimeSeries). | |
GetAutoCorrelation(int) | Calculate autocorrelation (inherited from TimeSeries). | |
GetAutoCovariance(int) | Calculate autocovariance (inherited from TimeSeries). | |
GetByDateTime(DateTime, SearchOption) | Gets the by date time. (inherited from TimeSeries). | |
GetByIndex(Instrument, int) | (inherited from Indicator). | |
GetByIndex(int, int) | (inherited from Indicator). | |
GetCorrelation(TimeSeries) | Gets the correlation. (inherited from TimeSeries). | |
GetCorrelation(TimeSeries, int, int) | Gets the correlation. (inherited from TimeSeries). | |
GetCorrelation(int, int, int, int) | Gets the correlation. (inherited from TimeSeries). | |
GetCovariance(TimeSeries) | Gets the covariance. (inherited from TimeSeries). | |
GetCovariance(TimeSeries, int, int) | Gets the covariance. (inherited from TimeSeries). | |
GetCovariance(int, int, int, int) | Gets the covariance. (inherited from TimeSeries). | |
GetDateTime(int) | Gets the date time. (inherited from Indicator). | |
GetExcess(int, int, int) | Gets the excess. (inherited from TimeSeries). | |
GetFirst(Instrument) | (inherited from Indicator). | |
GetFirst(int) | (inherited from Indicator). | |
GetIndex(DateTime, IndexOption) | Gets the index. (inherited from Indicator). | |
GetIntersection(TimeSeries) | (inherited from TimeSeries). | |
GetItem(int) | Gets the item. (inherited from TimeSeries). | |
GetLast(Instrument) | (inherited from Indicator). | |
GetLast(int) | (inherited from Indicator). | |
GetMax(DateTime, DateTime) | Gets the maximum. (inherited from Indicator). | |
GetMaxItem() | Gets the maximum item. (inherited from TimeSeries). | |
GetMean() | Calculate mean (inherited from TimeSeries). | |
GetMean(DateTime, DateTime, int) | Calculate mean (inherited from TimeSeries). | |
GetMean(int, int, int) | Calculates mean (inherited from TimeSeries). | |
GetMean(DateTime, DateTime) | Calculate mean (inherited from TimeSeries). | |
GetMean(int, int) | Calculate mean (inherited from TimeSeries). | |
GetMean(int) | Calculate mean (inherited from TimeSeries). | |
GetMedian() | Calculates median (inherited from TimeSeries). | |
GetMedian(DateTime, DateTime, int) | Calculate median (inherited from TimeSeries). | |
GetMedian(int, int, int) | Calculates medain (inherited from TimeSeries). | |
GetMedian(DateTime, DateTime) | Calculate median (inherited from TimeSeries). | |
GetMedian(int, int) | Calculate median (inherited from TimeSeries). | |
GetMedian(int) | Calculate median (inherited from TimeSeries). | |
GetMin(DateTime, DateTime) | Gets the minimum. (inherited from Indicator). | |
GetMinItem() | Gets the minimum item. (inherited from TimeSeries). | |
GetMoment(int, int, int, int) | Gets the moment. (inherited from TimeSeries). | |
GetNegativeSeries() | Returns new double series with negative data entries from this array (inherited from TimeSeries). | |
GetNegativeStdDev() | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(DateTime, DateTime) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(DateTime, DateTime, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int, int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(int, int, int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance() | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(DateTime, DateTime) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(DateTime, DateTime, int) | Gets the negative variance. (inherited from TimeSeries). | |
GetNegativeVariance(int, int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetPercentReturnSeries() | Gets the percent return series. (inherited from TimeSeries). | |
GetPositiveSeries() | Returns new double series with positive data entries from this array (inherited from TimeSeries). | |
GetPositiveStdDev() | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(DateTime, DateTime) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(DateTime, DateTime, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int, int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(int, int, int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance() | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(DateTime, DateTime) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(DateTime, DateTime, int) | Gets the positive variance. (inherited from TimeSeries). | |
GetPositiveVariance(int, int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetReturnSeries() | Gets the return series. (inherited from TimeSeries). | |
GetStdDev() | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(DateTime, DateTime) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(DateTime, DateTime, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int, int, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int) | Calculate standard deviation (inherited from TimeSeries). | |
GetSum() | Calculate sum (inherited from TimeSeries). | |
GetSum(int, int, int) | Calculate sum (inherited from TimeSeries). | |
GetTimeSeriesItem(int) | (inherited from TimeSeries). | |
GetValue(int) | Gets the value. (inherited from TimeSeries). | |
GetVariance() | Calculate variance (inherited from TimeSeries). | |
GetVariance(int, int, int) | Calculate variance (inherited from TimeSeries). | |
GetVariance(DateTime, DateTime) | Calculate variance (inherited from TimeSeries). | |
GetVariance(DateTime, DateTime, int) | Gets the variance. (inherited from TimeSeries). | |
GetVariance(int, int) | Calculate variance (inherited from TimeSeries). | |
GetVariance(int) | Calculate variance (inherited from TimeSeries). | |
IndexOf(DateTime, SearchOption) | Indexes the of. (inherited from TimeSeries). | |
Init() | Init ENVL indicator | |
Log() | Logs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Log10() | Log10s this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Pow(double) | Pows the specified pow. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Remove(int) | Removes the specified index. (inherited from TimeSeries). | |
Shift(int) | Shifts the specified offset. (inherited from TimeSeries). | |
Sqrt() | SQRTs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Value(ISeries, int, int, double, BarData) | Calculate ENVL for the specific instance of TimeSeries, index, length, shift and bar data. |
Name | Description | |
---|---|---|
Addition | Implements the +. (inherited from TimeSeries). | |
Addition | Implements the +. (inherited from TimeSeries). | |
Addition | Implements the +. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). |
Name | Description | |
---|---|---|
barData | ||
calculate | (inherited from Indicator). | |
description | (inherited from TimeSeries). | |
input | (inherited from Indicator). | |
length | ||
name | (inherited from TimeSeries). | |
shift |
Envelopes represent bands that are plotted in a certain, identical relationship above and below the Moving
Average. Envelopes are a very complex theme with many interpretation and trading rules. Basically,
envelopes capture a significant part of price movements. Concrete trading signals are released if prices
approach or move away form their envelope.
Professional plots envelopes around a Moving Average in a constant percentage distance. Hence they are
added to or subtracted from this average. Both envelope lines thus define the prevailing trading range.
The Moving Average Envelope study is a derivative of the Moving Average study. The price band has two lines that are equal percentage distance from the Simple Moving Average. The Moving Average line is not visible.
While several different trading rules are available, the most simple approach uses the price band as an entry and exit point. When price penetrates the upper price band, you initiate a long position or buy. If you have an existing short position, you close out shorts and go long. Conversely, when prices penetrate the lower price band, you close out long positions and go short.
This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".
Formula:
The Moving Average Envelope study is a derivative of the Moving Average study. The price band has two lines that are equal percentage distance from the Simple Moving Average. The Moving Average line is not visible.
While several different trading rules are available, the most simple approach uses the price band as an entry and exit point. When price penetrates the upper price band, you initiate a long position or buy. If you have an existing short position, you close out shorts and go long. Conversely, when prices penetrate the lower price band, you close out long positions and go short.
This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".
Formula: