def getImpl(self):
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy(
_strategy_Generic_IObservableIOrderIEvent(
_order_Iceberg_IObservableIOrderFloat(
_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(
_observable_BreaksAtChanges_IObservableFloat(
_observable_OnEveryDt_FloatFloat(
_ops_Div_IObservableFloatFloat(
_orderbook_SafeSidePrice_IOrderQueueFloat(
_orderbook_Asks_IOrderBook(),
_constant_Float((100 + self.delta))),
_math_Exp_Float(
_ops_Div_FloatFloat(
_math_Atan_Float(
_trader_Position_IAccount()),
_constant_Int(1000)))), 0.9)),
_order__curried_price_Limit_SideFloat(
_side_Sell_(), _constant_Float(
(self.volume * 1000)))),
_constant_Float(self.volume)),
_event_After_Float(_constant_Float(0.0))),
_strategy_Generic_IObservableIOrderIEvent(
_order_Iceberg_IObservableIOrderFloat(
_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(
_observable_BreaksAtChanges_IObservableFloat(
_observable_OnEveryDt_FloatFloat(
_ops_Div_IObservableFloatFloat(
_orderbook_SafeSidePrice_IOrderQueueFloat(
_orderbook_Bids_IOrderBook(),
_constant_Float((100 - self.delta))),
_math_Exp_Float(
_ops_Div_FloatFloat(
_math_Atan_Float(
_trader_Position_IAccount()),
_constant_Int(1000)))), 0.9)),
_order__curried_price_Limit_SideFloat(
_side_Buy_(), _constant_Float(
(self.volume * 1000)))),
_constant_Float(self.volume)),
_event_After_Float(_constant_Float(0.0))))
def getImpl(self):
from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue
from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
return _ops_Div_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_ops_Mul_IObservableFloatIObservableFloat(_orderbook_LastTradePrice_IOrderQueue(self.queue),_orderbook_LastTradeVolume_IOrderQueue(self.queue)),self.alpha),_math_EW_Avg_IObservableFloatFloat(_orderbook_LastTradeVolume_IOrderQueue(self.queue),self.alpha))
def getImpl(self):
from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.orderbook._lasttradevolume import LastTradeVolume_IOrderQueue as _orderbook_LastTradeVolume_IOrderQueue
from marketsim.gen._out.orderbook._lasttradeprice import LastTradePrice_IOrderQueue as _orderbook_LastTradePrice_IOrderQueue
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim import deref_opt
return deref_opt(
_ops_Div_FloatFloat(
deref_opt(
_math_Avg_mathEW(
deref_opt(
_math_EW_IObservableFloatFloat(
deref_opt(
_ops_Mul_IObservableFloatIObservableFloat(
deref_opt(
_orderbook_LastTradePrice_IOrderQueue(
self.queue)),
deref_opt(
_orderbook_LastTradeVolume_IOrderQueue(
self.queue)))), self.alpha)))),
deref_opt(
_math_Avg_mathEW(
deref_opt(
_math_EW_IObservableFloatFloat(
deref_opt(
_orderbook_LastTradeVolume_IOrderQueue(
self.queue)), self.alpha))))))
def getImpl(self):
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
return _ops_Sub_FloatFloat(_constant_Float(100.0),_ops_Div_FloatFloat(_constant_Float(100.0),_ops_Add_FloatFloat(_constant_Float(1.0),_math_rsi_Raw_IObservableFloatFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.timeframe,self.alpha))))
def getImpl(self):
from marketsim.gen._out.math._alpha import Alpha_mathRSI as _math_Alpha_mathRSI
from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._downmovements import DownMovements_IObservableFloatFloat as _math_DownMovements_IObservableFloatFloat
from marketsim.gen._out.math._upmovements import UpMovements_IObservableFloatFloat as _math_UpMovements_IObservableFloatFloat
from marketsim.gen._out.math._source import Source_mathRSI as _math_Source_mathRSI
from marketsim.gen._out.math._timeframe import Timeframe_mathRSI as _math_Timeframe_mathRSI
from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_UpMovements_IObservableFloatFloat(deref_opt(_math_Source_mathRSI(self.x)),deref_opt(_math_Timeframe_mathRSI(self.x)))),deref_opt(_math_Alpha_mathRSI(self.x)))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_DownMovements_IObservableFloatFloat(deref_opt(_math_Source_mathRSI(self.x)),deref_opt(_math_Timeframe_mathRSI(self.x)))),deref_opt(_math_Alpha_mathRSI(self.x))))))))
def getImpl(self):
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.math._upmovements import UpMovements_IObservableFloatFloat as _math_UpMovements_IObservableFloatFloat
from marketsim.gen._out.math._downmovements import DownMovements_IObservableFloatFloat as _math_DownMovements_IObservableFloatFloat
return _ops_Div_FloatFloat(
_math_EW_Avg_IObservableFloatFloat(
_math_UpMovements_IObservableFloatFloat(
self.source, self.timeframe), self.alpha),
_math_EW_Avg_IObservableFloatFloat(
_math_DownMovements_IObservableFloatFloat(
self.source, self.timeframe), self.alpha))
def getImpl(self):
from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
return _ops_Sub_FloatFloat(
_constant_Float(100.0),
_ops_Div_FloatFloat(
_constant_Float(100.0),
_ops_Add_FloatFloat(
_constant_Float(1.0),
_math_rsi_Raw_IObservableFloatFloatFloat(
_orderbook_MidPrice_IOrderBook(self.book),
self.timeframe, self.alpha))))
def getImpl(self):
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim import deref_opt
return deref_opt(
_ops_Sub_FloatFloat(
deref_opt(_constant_Float(100.0)),
deref_opt(
_ops_Div_FloatFloat(
deref_opt(_constant_Float(100.0)),
deref_opt(
_ops_Add_FloatFloat(
deref_opt(_constant_Float(1.0)),
deref_opt(_math_Raw_mathRSI(self.x))))))))
def getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(_strategy_Generic_IObservableIOrderIEvent(deref_opt(_order_Iceberg_IObservableIOrderFloat(deref_opt(_order_FloatingPrice_FloatIObservableIOrderIObservableFloat(deref_opt(_order__curried_price_Limit_SideFloat(self.side,deref_opt(_constant_Float((deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x))*1000))))),deref_opt(_observable_BreaksAtChanges_IObservableFloat(deref_opt(_observable_OnEveryDt_FloatFloat(deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_SafeSidePrice_IOrderQueueFloat(deref_opt(_orderbook_Queue_IOrderBookSide(deref_opt(_orderbook_OfTrader_IAccount()),self.side)),deref_opt(_constant_Float((100+(deref_opt(_strategy_price_Delta_strategypriceMarketMaker(self.x))*self.sign)))))),deref_opt(_math_Exp_Float(deref_opt(_ops_Div_FloatFloat(deref_opt(_math_Atan_Float(deref_opt(_trader_Position_IAccount()))),deref_opt(_constant_Int(1000)))))))),0.9)))))),deref_opt(_constant_Float(deref_opt(_strategy_price_Volume_strategypriceMarketMaker(self.x)))))),deref_opt(_event_After_Float(deref_opt(_constant_Float(0.0))))))
def getImpl(self):
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out.orderbook._queue import Queue_IOrderBookSide as _orderbook_Queue_IOrderBookSide
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.strategy.price._delta import Delta_strategypriceMarketMaker as _strategy_price_Delta_strategypriceMarketMaker
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.strategy.price._volume import Volume_strategypriceMarketMaker as _strategy_price_Volume_strategypriceMarketMaker
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_FloatIObservableIOrderIObservableFloat as _order_FloatingPrice_FloatIObservableIOrderIObservableFloat
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim import deref_opt
from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
return deref_opt(
_strategy_Generic_IObservableIOrderIEvent(
deref_opt(
_order_Iceberg_IObservableIOrderFloat(
deref_opt(
_order_FloatingPrice_FloatIObservableIOrderIObservableFloat(
deref_opt(
_order__curried_price_Limit_SideFloat(
self.side,
deref_opt(
_constant_Float((deref_opt(
_strategy_price_Volume_strategypriceMarketMaker(
self.x)) * 1000))))),
deref_opt(
_observable_BreaksAtChanges_IObservableFloat(
deref_opt(
_observable_OnEveryDt_FloatFloat(
deref_opt(
_ops_Div_IObservableFloatFloat(
deref_opt(
_orderbook_SafeSidePrice_IOrderQueueFloat(
deref_opt(
_orderbook_Queue_IOrderBookSide(
deref_opt(
_orderbook_OfTrader_IAccount(
)),
self.
side)),
deref_opt(
_constant_Float((
100 +
(deref_opt(
_strategy_price_Delta_strategypriceMarketMaker(
self
.x
))
* self
.sign)
))))),
deref_opt(
_math_Exp_Float(
deref_opt(
_ops_Div_FloatFloat(
deref_opt(
_math_Atan_Float(
deref_opt(
_trader_Position_IAccount(
)
)
)),
deref_opt(
_constant_Int(
1000
)))
))))),
0.9)))))),
deref_opt(
_constant_Float(
deref_opt(
_strategy_price_Volume_strategypriceMarketMaker(
self.x)))))),
deref_opt(_event_After_Float(deref_opt(
_constant_Float(0.0))))))
def getImpl(self):
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI
from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
from marketsim import deref_opt
return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Div_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Add_FloatFloat(deref_opt(_constant_Float(1.0)),deref_opt(_math_Raw_mathRSI(self.x))))))))
def getImpl(self):
from marketsim.gen._out.math._exp import Exp_Float as _math_Exp_Float
from marketsim.gen._out.side._buy import Buy_ as _side_Buy_
from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
from marketsim.gen._out.math._atan import Atan_Float as _math_Atan_Float
from marketsim.gen._out._constant import constant_Int as _constant_Int
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._floatingprice import FloatingPrice_IObservableFloatFloatIObservableIOrder as _order_FloatingPrice_IObservableFloatFloatIObservableIOrder
from marketsim.gen._out.observable._breaksatchanges import BreaksAtChanges_IObservableFloat as _observable_BreaksAtChanges_IObservableFloat
from marketsim.gen._out.order._curried._price_limit import price_Limit_SideFloat as _order__curried_price_Limit_SideFloat
from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
from marketsim.gen._out.orderbook._safesideprice import SafeSidePrice_IOrderQueueFloat as _orderbook_SafeSidePrice_IOrderQueueFloat
from marketsim.gen._out.strategy._combine import Combine_ISingleAssetStrategyISingleAssetStrategy as _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy
from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
from marketsim.gen._out.event._after import After_Float as _event_After_Float
from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
from marketsim.gen._out.order._iceberg import Iceberg_IObservableIOrderFloat as _order_Iceberg_IObservableIOrderFloat
return _strategy_Combine_ISingleAssetStrategyISingleAssetStrategy(_strategy_Generic_IObservableIOrderIEvent(_order_Iceberg_IObservableIOrderFloat(_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(_observable_BreaksAtChanges_IObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Div_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Asks_IOrderBook(),_constant_Float((100+self.delta))),_math_Exp_Float(_ops_Div_FloatFloat(_math_Atan_Float(_trader_Position_IAccount()),_constant_Int(1000)))),0.9)),_order__curried_price_Limit_SideFloat(_side_Sell_(),_constant_Float((self.volume*1000)))),_constant_Float(self.volume)),_event_After_Float(_constant_Float(0.0))),_strategy_Generic_IObservableIOrderIEvent(_order_Iceberg_IObservableIOrderFloat(_order_FloatingPrice_IObservableFloatFloatIObservableIOrder(_observable_BreaksAtChanges_IObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Div_IObservableFloatFloat(_orderbook_SafeSidePrice_IOrderQueueFloat(_orderbook_Bids_IOrderBook(),_constant_Float((100-self.delta))),_math_Exp_Float(_ops_Div_FloatFloat(_math_Atan_Float(_trader_Position_IAccount()),_constant_Int(1000)))),0.9)),_order__curried_price_Limit_SideFloat(_side_Buy_(),_constant_Float((self.volume*1000)))),_constant_Float(self.volume)),_event_After_Float(_constant_Float(0.0))))
def getImpl(self):
from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
from marketsim.gen._out.math._upmovements import UpMovements_IObservableFloatFloat as _math_UpMovements_IObservableFloatFloat
from marketsim.gen._out.math._downmovements import DownMovements_IObservableFloatFloat as _math_DownMovements_IObservableFloatFloat
return _ops_Div_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_math_UpMovements_IObservableFloatFloat(self.source,self.timeframe),self.alpha),_math_EW_Avg_IObservableFloatFloat(_math_DownMovements_IObservableFloatFloat(self.source,self.timeframe),self.alpha))
