I am trying understand the expression library NCalc.
If I have a script as below,
SET A = CLOSE - OPEN;
SET B = A>0.5 AND CLOSE > HIGH
If(HIGH > 5, ROC(CLOSE), B)
CLOSE is a List of double, OPEN is a List of double, HIGH is a List of double
AND ROC is a custom function which takes any List of double as input parameter and returns a list as output.
Can someone advice me if I can use NCalc library to parse this script? I couldn't find any documentation at Codeplex website.
Is there any where I could obtain the help file or documentation for NCalc?
Thanks a million.