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).