TSLab
TSLab.proSupportTSLab LiveTSVerse
Eng
Eng
  • TSLab trading platform
  • For newbies
    • A beginner's guide
      • Purchasing a license key for a data provider
      • An example of connecting text quotes
      • Example of connecting a data provider to a broker / exchange
      • An example of creating a script in TSLab
      • An example of creating a trading algorithm in TSLab
  • Installing TSLab
    • TSLab Installation Guide
      • System requirements
      • TSLab Installation manual
    • Update TSLab
      • Preparing for update
      • Release build
      • Nightly build
    • Restarting the TSLab program
    • TSLab Changelog
      • TSLab 2.1 Changelog
      • TSLab 2.2 Changelog
        • 2.2.26.0 - 2024/01/31
        • 2.2.25.0 - 2024/01/17
        • 2.2.24.0 - 2024/12/04
        • 2.2.23.0 - 2024/09/19
        • 2.2.22.0 - 2024/08/30
        • 2.2.21.0 - 2024/05/17
        • 2.2.20.0 - 2024/05/15
        • 2.2.19.0 - 2024/02/21
        • 2.2.18.0 - 2024/02/09
        • 2.2.17.0 - 2023/11/16
        • 2.2.16.0 - 2023/10/20
        • 2.2.15.0 - 2023/10/13
        • 2.2.14.0 - 2023/08/11
        • 2.2.13.0 - 2023/05/12
        • 2.2.12.0 - 2023/02/28
        • 2.2.11.0 - 2022/12/15
        • 2.2.10.0 - 2022/10/27
        • 2.2.9.0 - 2022/09/16
        • 2.2.7.0 - 2022/06/23
        • 2.2.5.0 - 2022/04/29
        • 2.2.3.0 - 2022/04/01
        • 2.2.2.0 - 2021/12/29
  • Data providers
    • Cryptocurrency exchanges
      • Binance Cryptocurrency Exchange
        • Registration on Binance
          • Registration on Binance Exchange website
          • Configure Binance Wallet
          • Creating a Binance API Key for TSLab
          • Binance. Transferring USDT from wallet to wallet without commission
        • Registration on TSLab [Binance]
          • Account registration on the TSLab website [Binance]
          • Creating a free Binance Data Provider for TSLab
        • Setting up a Binance Data Provider in TSLab
        • TSLab Binance Edition
          • Starting the program
          • Configuring the Binance Data provider
      • Bitget Cryptocurrency Exchange
        • Registration on the Bitget official website
        • Creating a Free Bitget Data Provider
        • Configuring the Bitget Data Provider in TSLab
      • ByBit Cryptocurrency Exchange
        • Registration on the ByBit website
        • Creating a free ByBit data provider
        • Configuring the ByBit Data Provider in TSLab
      • Deribit Cryptocurrency Exchange
        • Deribit data provider settings
        • Deribit. Frequently asked questions and useful information
        • Deribit. Possible problems and solutions
        • Deribit Margin Requirements Calculation
        • An example of a ready-made script for Deribit
      • Kucoin Cryptocurrency Exchange
        • Registration on the KuCoin official website
        • Creating an API key on the KuCoin website
        • Issuing a free license for KuCoin Data Provider
        • Setting up the KuCoin data provider in TSLab
      • OKX Cryptocurrency Exchange
        • Setting up an OKX account
          • Registration on the OKX website
          • OKX API Key creation
          • Issuing a free license for OKX Data Provider
          • Setting up the OKX data provider in TSLab
          • OKX demo account
        • TSLab OKX Edition
          • First launch of TSLab OKEx Edition
          • Configuring the OKEx data provider
          • Trading in TSLab [OKEx]
          • OKEx Demo
    • Historical Data
      • YahooFinance
      • Offline data provider in CSV format
      • An example of connecting text quotes
      • Text files with historical data
    • Interactive Brokers
      • Getting Started with Interactive Brokers Data Provider
        • Installing and configuring the Trader Workstation (TWS) terminal
        • Installing and configuring the IB Gateway terminal
      • Features of working with Interactive Brokers data provider
      • Known issues for Interactive Brokers Data Provider
      • Loading instruments in a package
  • Working with the program
    • Main menu
      • File
        • Program Settings
      • View
        • Chart
          • Features of working with the Chart in TSLab
          • Chart Controls
        • Depth of Market
        • Quotes
        • All Trades
      • Data
        • Data Providers window
        • Add online data provider
        • Add offline data provider
      • Lab
        • Scripts window
          • Script Container
      • Trading
        • Accounts window
        • Positions window
        • My trades window
        • My orders window
          • Move orders and deals to an agent
        • Autotrading Control Center window
          • Agent window
          • Agent trading settings
            • Event recalculations
            • Slippage
          • "Forget errors" of the agent
        • Orders manager
          • Linking a manually completed order to an agent
        • Agent Control Center window
      • Tools
        • Data backup and recovery
        • Notifications manager
          • Notifications Manager Filters
          • Reference List of Service Message Numbers
          • Example of setting up notifications for Gmail
        • Export to Excel
    • Common interface
      • Status bar
      • Tab
      • Workspace
      • Spreadsheets
    • Visual editor
      • Toolbar
        • Compress and Decompress Blocks
      • List of visual blocks
        • Service Elements
        • Cycles
        • TSChannel
      • The syntax of the Formula, Boolean expression and String expression blocks.
    • Autotrading Control Center
      • Agent trade settings
        • Agent trade settings - Placing orders
        • Agent trading settings - Script execution
        • Agent trading settings - Events
    • TSLab API
      • API Introduction
        • Visual Studio Installation
        • First script (API)
        • First Indicator (API)
        • Script Debugging
        • Logging
      • Writing scripts on the API
        • Trading Instrument Data
        • Working with positions
        • List of deals
        • The order queue
        • Standard Indicators and Handlers
        • Script parameters
        • Caching
        • Local and global cache
        • Multiple Tools
      • Writing indicators on the API
        • Stream indicator
        • Bar indicator
        • Pre-processed indicator
        • Indicator with multiple calculations
      • Additional features
        • The ability to create your own optimizers *
        • C ++ / CLI script
        • API Control Panel
        • Result from script
        • * Оптимизация. Пул массивов.
      • Examples
        • Get script results
        • Get script parameters
        • Get script and agent settings
        • Get position balance (net worth)
        • An example of a strategy Breakout of the Donchian channel
        • Example of a Moving Average Crossover strategy
        • Indicator example
        • How to speed up the processing of a script on the API
        • Links to examples
      • Question - Answer
        • HandlerParameter Attribute
    • Optimization
      • Insufficient load on a multicore processor
  • Examples of scripts and indicators
    • Examples of algorithms and indicators
    • Examples of implementing strategies in TSLab
      • A trading system based on indicator CCI
      • A trading system based on Standard Deviation
      • A trading system based on Aroon
      • A trading system based on ADX and DI technical indicators
      • A trading system based on the RSI indicator
      • Example of a trading strategy without parameters
  • TSLab website
    • TSLab Support Service
      • Memory dump of TSLab application
      • TSLab program log files
Powered by GitBook
LogoLogo

Мы в соцсетях

  • Группа в Telegram
  • Новости TSLab
  • Vkontakte
  • YouTube канал TSLab Live

Наши веб-сайты

  • TSLab
  • Служба поддержки
On this page
  • Pre-processed indicator
  • Incoming data
  • Outgoing data
  • Example with streaming data:
  • Example with non-streaming data
  • Feature of the indicator with one list of data

Was this helpful?

Export as PDF
  1. Working with the program
  2. TSLab API
  3. Writing indicators on the API

Pre-processed indicator

Pre-processed indicator

IValuesHandlerWithPrecalc - script class interface, shows that the handler works with the current values, but requires preprocessing.

Has the following methods:

  • PreCalc - the method is executed before the main calculation.

  • Execute - the basic calculation method.

  • PostCalc - the method is executed after the main calculation.

Incoming data

The class is preceded by the input data of the indicator through the Input attribute, for example:

[InputsCount (2)] [Input (0, TemplateTypes.DOUBLE, false, "list1")] [Input (1, TemplateTypes.DOUBLE, false, "list2")]

This means that the indicator accepts two lists of data with real numbers. The number of parameters can be unlimited.

Outgoing data

[OutputsCount (1)] [OutputType (TemplateTypes.DOUBLE)]

This means that the indicator produces one list of real numbers.

Example with streaming data:

using System.Collections.Generic;
using TSLab.Script.Handlers;

namespace MyLib
{
    [HandlerCategory("MyLib")]
    [HandlerName("TestPrecalc1")]
    [InputsCount(2)]
    [Input(0, TemplateTypes.DOUBLE, false, "list1")]
    [Input(1, TemplateTypes.DOUBLE, false, "list2")]
    [OutputsCount(1)]
    [OutputType(TemplateTypes.DOUBLE)]
    public class TestPrecalc1 : IValuesHandlerWithPrecalc
    {
        public void PreCalc(IList<double> list1, IList<double> list2)
        {
            // Выполняется до расчетов
        }

        public double Execute(int i)
        {
            // Метод расчета, параметр i перебирается от 0 до n баров
            return 0;
        }

        public void PostCalc()
        {
            // Выполняется после расчетов
        }
    }
}

In this example, the PreCalc method is executed first, passing two lists of data, list1 and list2. The method returns nothing. Then the Execute method is launched one by one for each bar, here i is the bar number. The method returns a real number. After that, the PostCalc method is run, it returns nothing.

Example with non-streaming data

You can specify that the data is not streaming, then the values will be passed element by element to the Execute method, for example:

[InputsCount (2)] [Input (0, TemplateTypes.DOUBLE, true, "list1")] [Input (1, TemplateTypes.DOUBLE, true, "list2")]

using System.Collections.Generic;
using TSLab.Script.Handlers;

namespace MyLib
{
    [HandlerCategory("MyLib")]
    [HandlerName("TestPrecalc2")]
    [InputsCount(2)]
    [Input(0, TemplateTypes.DOUBLE, true, "list1")]
    [Input(1, TemplateTypes.DOUBLE, true, "list2")]
    [OutputsCount(1)]
    [OutputType(TemplateTypes.DOUBLE)]
    public class TestPrecalc2 : IValuesHandlerWithPrecalc
    {
        public void PreCalc()
        {
            // Выполняется до расчетов
        }

        public double Execute(double value1, double value2, int i)
        {
            // Метод расчета, параметр i перебирается от 0 до n баров
            return 0;
        }

        public void PostCalc()
        {
            // Выполняется после расчетов
        }
    }
}

Note that now nothing is passed to the PreCalc method.

Feature of the indicator with one list of data

If the indicator has only one incoming data list, then it can work only with streaming data and the PostCalc method will not be available.

using System.Collections.Generic;
using TSLab.Script.Handlers;

namespace MyLib
{
    [HandlerCategory("MyLib")]
    [HandlerName("TestPrecalc3")]
    [InputsCount(1)]
    [Input(0, TemplateTypes.DOUBLE, false, "list1")]
    [OutputsCount(1)]
    [OutputType(TemplateTypes.DOUBLE)]
    public class TestPrecalc3 : IValuesHandlerWithPrecalc
    {
        public void PreCalc(IList<double> list1)
        {
            // Выполняется до расчетов
        }

        public double Execute(double value1, int i)
        {
            // Метод расчета, параметр i перебирается от 0 до n баров
            return 0;
        }
    }
}

Last updated 3 years ago

Was this helpful?