QuantStudio Financial Data Analysis and Trading Framework

ECross Enumeration

Indicates direction of a cross between two values, usually time series and a level or between two time series

[Visual Basic]
Public Enum ECross
[C#]
public enum ECross

Members

Member Name Description
Above A value crosses above, or becomes greater than, another value.

A value (Value1) crosses above another value (Value2) whenever Value1 is greater than Value2 in the current bar but Value1 was equal to or less than Value2 in the previous bar.
Below A value crosses below, or becomes less than another value

A value (Value1) crosses below another value (Value2) whenever Value1 is less than Value2 in the current bar but Value1 was equal to or greater than Value2 in the previous bar.
None A value does not cross another value

Requirements

Namespace: RQuant.Indicator

Assembly: RQuant.Indicator (in RQuant.Indicator.dll)

See Also

RQuant.Indicator Namespace