Distance Functions

Deterministic distance functions

NameParametersReturnsDescription
Distance.Absolute(decimal a, decimal b)decimalReturns the absolute distance between two values.
Distance.DeltaMagnitude(decimal current, decimal previous)decimalReturns the magnitude of change between two values.
Distance.Euclidean(decimal a, decimal b)decimalReturns the Euclidean distance between two values.
Distance.FromCenter(decimal value, decimal center)decimalReturns the distance of a value from a center point.
Distance.Manhattan(decimal a, decimal b)decimalReturns the Manhattan distance between two values.
Distance.Normalized(decimal a, decimal b, decimal maxDistance)decimalReturns distance normalized by a maximum distance.
Distance.Ratio(decimal a, decimal b)decimalReturns the ratio distance between two values.
Distance.Squared(decimal a, decimal b)decimalReturns the squared distance between two values.
Distance.ToZero(decimal value)decimalReturns the distance of a value from zero.

Examples

	

    Distance.Absolute(Price, VWAP)

    Distance.Squared(a, b)

    Distance.Normalized(Price, Target, 10)

    Distance.FromCenter(Value, Mean)

    Distance.DeltaMagnitude(Current, Previous)