PDI Class
Name | Description | |
---|---|---|
PDI(ISeries, int, IndicatorStyle) | PDI normal constructor. |
Name | Description | |
---|---|---|
AutoUpdate | (inherited from Indicator). | |
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 length of PDI. | |
MaxLength | (inherited from TimeSeries). | |
Name | Gets the name. (inherited from TimeSeries). | |
Style | The style of PDI. |
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 PDI at the specified 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 PDI 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, IndicatorStyle) | Calculate PDI at the specified instance of ISeries, index, length and style. |
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 | |
---|---|---|
calculate | (inherited from Indicator). | |
description | (inherited from TimeSeries). | |
input | (inherited from Indicator). | |
length | ||
name | (inherited from TimeSeries). | |
pdmTS | ||
style | ||
trTS |
The concept of Directional Movement is based on the assumption that in an upward trend today's highest
price is higher than yesterday's highest price and in a downward trend today's lowest price is lower than
yesterday's lowest price. If this is the case, it is a matter of the so-called Outside Days.
The difference between today's high and yesterday's high divided to True Range corresponds to the Plus Directional Indicator
(PDI). The difference between today's low and yesterday's low divided to True Range is the Minus Directional Indicator (MDI).
These Outside Days consist of a MDI as well as an PDI.
To calculate the Directional Indicators (PDI and MDI), further calculation of the True Range is necessary. The true range is always positive and is defined as the current highest value of the difference among today's highest price minus today's lowest price; today's highest price minus yesterday's closing price; and today's lowest price minus yesterday's closing price.
Note, that there are two styles of indicator PDI. Some trading systems use the formula (which is a little bit distinguished from classical) for calculation of this indicator. Therefore Old gives an opportunity to use two styles PDI - classical (Old style) and little bit changed (New style.)
PDI has Old style by Default.
Formula for Old (classical) style:
To calculate the Directional Indicators (PDI and MDI), further calculation of the True Range is necessary. The true range is always positive and is defined as the current highest value of the difference among today's highest price minus today's lowest price; today's highest price minus yesterday's closing price; and today's lowest price minus yesterday's closing price.
Note, that there are two styles of indicator PDI. Some trading systems use the formula (which is a little bit distinguished from classical) for calculation of this indicator. Therefore Old gives an opportunity to use two styles PDI - classical (Old style) and little bit changed (New style.)
PDI has Old style by Default.
Formula for Old (classical) style: