VolumeProfileBuilder
StockSharp.Algo.Candles.Compression
Volume profile.
构造函数
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.
属性
High : CandlePriceLevel
The upper price level.
Low : CandlePriceLevel
The lower price level.
PoC : CandlePriceLevel
Point of control.
PriceLevels : IEnumerable<CandlePriceLevel>
Price levels.
VolumePercent : decimal
The percentage of total volume (the default is 70%).
方法
Calculate()
To calculate the value area.