TimeWeightedAveragePrice
StockSharp.Algo.Indicators
Time Weighted Average Price (TWAP) indicator.
Inherits: BaseIndicator
Constructors
TimeWeightedAveragePrice
public TimeWeightedAveragePrice()
timeWeightedAveragePrice = TimeWeightedAveragePrice()
Initializes a new instance of the TimeWeightedAveragePrice.
Methods
OnProcess
protected override IIndicatorValue OnProcess(IIndicatorValue input)
result = timeWeightedAveragePrice.OnProcess(input)
To handle the input value.
- input
- The input value.
Returns: The resulting value.
Reset
public override void Reset()
timeWeightedAveragePrice.Reset()
To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).