VolumeProfileBuilder

StockSharp.Algo.Candles.Compression

Volume profile.

コンストラクター

VolumeProfileBuilder()

Initializes a new instance of the VolumeProfileBuilder.

VolumeProfileBuilder(decimal?)

Initializes a new instance of the VolumeProfileBuilder that snaps every level price to so the number of distinct levels stays bounded.

priceStep
Instrument price step used to bucket level prices; or non-positive disables bucketing.

プロパティ

High : CandlePriceLevel

The upper price level.

Low : CandlePriceLevel

The lower price level.

PoC : CandlePriceLevel

Point of control.

VolumePercent : decimal

The percentage of total volume (the default is 70%).

メソッド

Calculate()

To calculate the value area.

Update(decimal, decimal?, Sides?)

To update the profile with new value.

price
Price.
volume
Volume.
side
Side.
Update(CandlePriceLevel)

To update the profile with new value.

level
Value.