Class VolumeProfileHelper

Extension class for VolumeProfileBuilder.

Inheritance

Object

VolumeProfileHelper

Namespace: StockSharp.Algo.Candles.Compression

Assembly: StockSharp.Algo.dll

Syntax

public static class VolumeProfileHelper : Object

Methods

BuyVolAbovePoC(VolumeProfileBuilder)

The total volume of bids which was above PoC(VolumeProfileBuilder).

Declaration

public static Decimal BuyVolAbovePoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of bids.

BuyVolBelowPoC(VolumeProfileBuilder)

The total volume of bids which was below PoC(VolumeProfileBuilder).

Declaration

public static Decimal BuyVolBelowPoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of bids.

Delta(VolumeProfileBuilder)

The difference between TotalBuyVolume(VolumeProfileBuilder) and TotalSellVolume(VolumeProfileBuilder).

Declaration

public static Decimal Delta(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	Delta.

DeltaAbovePoC(VolumeProfileBuilder)

The total Delta which was above PoC(VolumeProfileBuilder).

Declaration

public static Decimal DeltaAbovePoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	Delta.

DeltaBelowPoC(VolumeProfileBuilder)

The total Delta which was below PoC(VolumeProfileBuilder).

Declaration

public static Decimal DeltaBelowPoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	Delta.

PoC(VolumeProfileBuilder)

POC (Point Of Control) returns CandlePriceLevel which had the maximum volume.

Declaration

public static CandlePriceLevel PoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
CandlePriceLevel	The CandlePriceLevel which had the maximum volume.

PriceLevelOfMaxDelta(VolumeProfileBuilder)

It returns the price level at which the maximum Delta(VolumeProfileBuilder) is passed.

Declaration

public static CandlePriceLevel PriceLevelOfMaxDelta(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
CandlePriceLevel	CandlePriceLevel.

PriceLevelOfMinDelta(VolumeProfileBuilder)

It returns the price level at which the minimum Delta(VolumeProfileBuilder) is passed.

Declaration

public static CandlePriceLevel PriceLevelOfMinDelta(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
CandlePriceLevel	The price level.

SellVolAbovePoC(VolumeProfileBuilder)

The total volume of asks which was above PoC(VolumeProfileBuilder).

Declaration

public static Decimal SellVolAbovePoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of asks.

SellVolBelowPoC(VolumeProfileBuilder)

The total volume of asks which was below PoC(VolumeProfileBuilder).

Declaration

public static Decimal SellVolBelowPoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of asks.

TotalBuyCount(VolumeProfileBuilder)

The total number of bids in the VolumeProfileBuilder.

Declaration

public static Decimal TotalBuyCount(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total number of bids.

TotalBuyVolume(VolumeProfileBuilder)

The total volume of bids in the VolumeProfileBuilder.

Declaration

public static Decimal TotalBuyVolume(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of bids.

TotalSellCount(VolumeProfileBuilder)

The total number of asks in the VolumeProfileBuilder.

Declaration

public static Decimal TotalSellCount(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total number of asks.

TotalSellVolume(VolumeProfileBuilder)

The total volume of asks in the VolumeProfileBuilder.

Declaration

public static Decimal TotalSellVolume(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	The total volume of asks.

Update(VolumeProfileBuilder, ICandleBuilderValueTransform)

To update the profile with new value.

Declaration

public static void Update(this VolumeProfileBuilder volumeProfile, ICandleBuilderValueTransform transform)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.
ICandleBuilderValueTransform	transform	The data source transformation.

VolumeAbovePoC(VolumeProfileBuilder)

The total volume which was above PoC(VolumeProfileBuilder).

Declaration

public static Decimal VolumeAbovePoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	Total volume.

VolumeBelowPoC(VolumeProfileBuilder)

The total volume which was below PoC(VolumeProfileBuilder).

Declaration

public static Decimal VolumeBelowPoC(this VolumeProfileBuilder volumeProfile)

Parameters

Type	Name	Description
VolumeProfileBuilder	volumeProfile	Volume profile.

Returns

Type	Description
Decimal	Total volume.