Interface EvaluateOptions

'close' (default) evaluates only the closes, giving a flat bar whose four values are equal: exact, and honest about what two OHLC bars can support. 'interval' additionally bounds the high and low as described above.

The leg whose bars define the time grid. Defaults to the first symbol. Every other leg is matched to it by timestamp; a bar with no match on some leg produces a gap rather than a guess.

Omitted by default. 'sum' reports the activity of distinct expression legs, once each, without price coefficients or signs. This is combined leg activity, not a traded quantity of the synthetic instrument. All matched legs must have finite nonnegative volume; otherwise volume stays absent.