QuantStudio Financial Data Analysis and Trading Framework

TH Class

True High (TH)

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

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

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

The value the TrueHigh function returns is either the High of the current bar or the Close of the previous bar if its value is higher. The TrueHigh is most commonly used in finding Gap Open bars. A Gap Open bar is when the Open is greater than the previous bars High.

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","TH DEMO",600,400);
    
Canvas.Divide(1,2);

TH TH = new TH(Daily);

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

Canvas.cd(2);
TH.Draw(Color.Red);

Requirements

Namespace: RQuant.Indicator

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

See Also

TH Members | RQuant.Indicator Namespace