Compare Functions

Relative comparison functions

NameParametersReturnsDescription
Compare.ApproxEqual(decimal a, decimal b, decimal tolerance)boolReturns true if values are approximately equal within tolerance.
Compare.Between(decimal value, decimal min, decimal max)boolReturns true if value is between min and max (inclusive).
Compare.Far(decimal value, decimal target, decimal tolerance)boolReturns true if value is farther than tolerance from target.
Compare.GreaterBy(decimal a, decimal b, decimal margin)boolReturns true if a is greater than b by at least margin.
Compare.LessBy(decimal a, decimal b, decimal margin)boolReturns true if a is less than b by at least margin.
Compare.MaxOf(decimal a, decimal b)decimalReturns the greater of two values.
Compare.MinOf(decimal a, decimal b)decimalReturns the lesser of two values.
Compare.Near(decimal value, decimal target, decimal tolerance)boolReturns true if value is within tolerance of target.
Compare.Outside(decimal value, decimal min, decimal max)boolReturns true if value is outside min and max.

Examples

	
        Compare.Near(Price, VWAP, 0.1)
        Compare.Far(Spread, 0, 0.05)

        Compare.Between(Score, 70, 90)
        Compare.Outside(Risk, 0, 1)

        Compare.ApproxEqual(a, b, 0.001)

        Compare.GreaterBy(Ask, Bid, 0.01)
        Compare.MaxOf(LongPnL, ShortPnL)