Level1CandleBuilderValueTransform
StockSharp.Algo.Candles.Compression
The level1 based data source transformation for ICandleBuilder.
継承元: BaseCandleBuilderValueTransform
コンストラクター
Level1CandleBuilderValueTransform(decimal?, decimal?)
The level1 based data source transformation for ICandleBuilder.
- priceStep
- PriceStep
- volStep
- VolumeStep
プロパティ
EmulateSideFromSpread : bool
Emulate the trade side for the SpreadMiddle source from the direction the spread middle moves: an uptick is treated as Buy, a downtick as Sell, and an unchanged middle carries the previous side. A spread-built candle has no real trade side, so this is the only side signal available for a volume profile. Off by default, which keeps the legacy behaviour (side stays ); CandleBuilderManager turns it on automatically when IsCalcVolumeProfile is requested for a SpreadMiddle build.
Type : Level1Fields
Type of candle based data.