TimeWeightedAveragePrice
StockSharp.Algo.Indicators
Time Weighted Average Price (TWAP) indicator.
Erbt von: BaseIndicator
Konstruktoren
TimeWeightedAveragePrice()
Initializes a new instance of the TimeWeightedAveragePrice.
Methoden
OnProcess(IIndicatorValue) : IIndicatorValue
To handle the input value.
- input
- The input value.
Rückgabe: The resulting value.
Reset()
Reset state.