MarketProfiler

StockSharp.Algo.Candles

Measures what an instrument's candle history contains: how it moves, whether moves persist, and what followed breakouts and stretched closes.

Methoden

ActiveSession

public static ValueTuple<TimeSpan, TimeSpan> ActiveSession(IReadOnlyList<ICandleMessage> candles)

result = MarketProfiler.ActiveSession(candles)

Finds the part of the day the instrument actually trades in: the narrowest window of the day that holds ninety percent of its volume.

Rückgabe: Start and end of the active session, as times of day.

Measure

public static MarketProfile Measure(IReadOnlyList<ICandleMessage> candles)

result = MarketProfiler.Measure(candles)

Measures one instrument.

candles: Finished candles of one instrument and one time frame, oldest first.

Rückgabe: What was measured.

public const int MinimumCandles

value = MarketProfiler.MinimumCandles

Fewest candles worth measuring anything on.