VolumeProfileBuilder

VolumeProfileBuilder

public VolumeProfileBuilder()

volumeProfileBuilder = VolumeProfileBuilder()

Initializes a new instance of the VolumeProfileBuilder.

VolumeProfileBuilder

public VolumeProfileBuilder(decimal? priceStep)

volumeProfileBuilder = VolumeProfileBuilder(priceStep)

Initializes a new instance of the VolumeProfileBuilder that snaps every level price to so the number of distinct levels stays bounded.

priceStep

Instrument price step used to bucket level prices; or non-positive disables bucketing.

High

public CandlePriceLevel High { get; private set; }

value = volumeProfileBuilder.High
volumeProfileBuilder.High = value

The upper price level.

Low

public CandlePriceLevel Low { get; private set; }

value = volumeProfileBuilder.Low
volumeProfileBuilder.Low = value

The lower price level.

PoC

public CandlePriceLevel PoC { get; private set; }

value = volumeProfileBuilder.PoC
volumeProfileBuilder.PoC = value

Point of control.

PriceLevels

public IEnumerable<CandlePriceLevel> PriceLevels { get; }

value = volumeProfileBuilder.PriceLevels

Price levels.

VolumePercent

public decimal VolumePercent { get; set; }

value = volumeProfileBuilder.VolumePercent
volumeProfileBuilder.VolumePercent = value

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

Calculate

public void Calculate()

volumeProfileBuilder.Calculate()

To calculate the value area.

Update

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

volumeProfileBuilder.Update(price, volume, side)

To update the profile with new value.

price

Price.

volume

Volume.

side

Side.

Update

public void Update(CandlePriceLevel level)

volumeProfileBuilder.Update(level)

To update the profile with new value.

level

Value.