Table of Contents

Class VolumeProfileBuilder

Namespace
StockSharp.Algo.Candles.Compression
Assembly
StockSharp.Algo.dll

Volume profile.

public class VolumeProfileBuilder
Inheritance
VolumeProfileBuilder
Inherited Members
Extension Methods

Constructors

VolumeProfileBuilder(IList<CandlePriceLevel>)

Initializes a new instance of the VolumeProfileBuilder.

public VolumeProfileBuilder(IList<CandlePriceLevel> levels)

Parameters

levels IList<CandlePriceLevel>

Price levels.

Properties

High

The upper price level.

public CandlePriceLevel High { get; }

Property Value

CandlePriceLevel

Low

The lower price level.

public CandlePriceLevel Low { get; }

Property Value

CandlePriceLevel

PoC

Point of control.

public CandlePriceLevel PoC { get; }

Property Value

CandlePriceLevel

PriceLevels

Price levels.

public IEnumerable<CandlePriceLevel> PriceLevels { get; }

Property Value

IEnumerable<CandlePriceLevel>

VolumePercent

The percentage of total volume (the default is 70%).

public decimal VolumePercent { get; set; }

Property Value

decimal

Methods

Calculate()

To calculate the value area.

public void Calculate()

Update(CandlePriceLevel)

To update the profile with new value.

public void Update(CandlePriceLevel priceLevel)

Parameters

priceLevel CandlePriceLevel

Value.

Update(decimal, decimal?, Sides?)

To update the profile with new value.

public void Update(decimal price, decimal? volume, Sides? side)

Parameters

price decimal

Price.

volume decimal?

Volume.

side Sides?

Side.