StockSharp - trading and algorithmic trading platform
StockSharp - trading and algorithmic trading platform
StockSharp API
StockSharp.Algo.Candles.Compression
VolumeProfileHelper Class
VolumeProfileHelper Methods
BuyVolAbovePoC Method
BuyVolBelowPoC Method
Delta Method
DeltaAbovePoC Method
DeltaBelowPoC Method
PoC Method
PriceLevelOfMaxDelta Method
PriceLevelOfMinDelta Method
SellVolAbovePoC Method
SellVolBelowPoC Method
TotalBuyCount Method
TotalBuyVolume Method
TotalSellCount Method
TotalSellVolume Method
Update Method
VolumeAbovePoC Method
VolumeBelowPoC Method
VolumeProfileHelper Methods
The
VolumeProfileHelper
type exposes the following members.
Methods
Name
Description
BuyVolAbovePoC
The total volume of bids which was above
PoC(CandleMessageVolumeProfile)
.
BuyVolBelowPoC
The total volume of bids which was below
PoC(CandleMessageVolumeProfile)
.
Delta
The difference between
TotalBuyVolume(CandleMessageVolumeProfile)
and
TotalSellVolume(CandleMessageVolumeProfile)
.
DeltaAbovePoC
The total Delta which was above
PoC(CandleMessageVolumeProfile)
.
DeltaBelowPoC
The total Delta which was below
PoC(CandleMessageVolumeProfile)
.
PoC
POC (Point Of Control) returns
CandlePriceLevel
which had the maximum volume.
PriceLevelOfMaxDelta
It returns the price level at which the maximum
Delta(CandleMessageVolumeProfile)
is passed.
PriceLevelOfMinDelta
It returns the price level at which the minimum
Delta(CandleMessageVolumeProfile)
is passed.
SellVolAbovePoC
The total volume of asks which was above
PoC(CandleMessageVolumeProfile)
.
SellVolBelowPoC
The total volume of asks which was below
PoC(CandleMessageVolumeProfile)
.
TotalBuyCount
The total number of bids in the
CandleMessageVolumeProfile
.
TotalBuyVolume
The total volume of bids in the
CandleMessageVolumeProfile
.
TotalSellCount
The total number of asks in the
CandleMessageVolumeProfile
.
TotalSellVolume
The total volume of asks in the
CandleMessageVolumeProfile
.
Update
To update the profile with new value.
VolumeAbovePoC
The total volume which was above
PoC(CandleMessageVolumeProfile)
.
VolumeBelowPoC
The total volume which was below
PoC(CandleMessageVolumeProfile)
.
Top
See Also
Reference
VolumeProfileHelper Class
StockSharp.Algo.Candles.Compression Namespace
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