QuantStudio Financial Data Analysis and Trading Framework

KRI Class

Kairi- KRI (KRI)

For a list of all members of this type, see KRI Members.

System.Object
   RQuant.Indicator.TTimeArray
      RQuant.Indicator.TDoubleArray
         RQuant.Indicator.TIndicator
            RQuant.Indicator.KRI

[Visual Basic]
Public Class KRI
    Inherits TIndicator
[C#]
public class KRI : TIndicator

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Kairi- KRI calculates deviation of the current price from its simple average as percent of moving average. If the percent is rather high and positive - is signals to sell, large and negative - to buy.

Formula:

Example

TDataManager.cd("Demo");

TDailyArray Daily1 = TDataManager.GetStock("YHOO").DailyArray;

DateTime Date1 = DateTime.Parse("1999/02/08"); 
DateTime Date2 = DateTime.Parse("2000/12/29"); 

TDailyArray Daily = Daily1.Clone(Date1, Date2);

TCanvas Canvas = new TCanvas("Canvas","KRI DEMO",600,400);

KRI KRI = new KRI(Daily, 14);

Canvas.cd(1);
Daily.Draw("c");

Canvas.cd(2);
KRI.Draw();

Requirements

Namespace: RQuant.Indicator

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

See Also

KRI Members | RQuant.Indicator Namespace