VolumeWeightedAveragePrice

StockSharp.Algo.Indicators

Volume Weighted Average Price (VWAP).

Inherits: BaseIndicator

Constructors

VolumeWeightedAveragePrice
public VolumeWeightedAveragePrice()
volumeWeightedAveragePrice = VolumeWeightedAveragePrice()

Initializes a new instance of the VolumeWeightedAveragePrice.

Methods

OnProcess
protected override IIndicatorValue OnProcess(IIndicatorValue input)
result = volumeWeightedAveragePrice.OnProcess(input)

To handle the input value.

input
The input value.

Returns: The resulting value.

Reset
public override void Reset()
volumeWeightedAveragePrice.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).