MarketMovement

StockSharp.Algo.Candles

How much, and how violently, the instrument moves.

构造函数

public MarketMovement(decimal MedianCandleRangePercent, decimal UpperCandleRangePercent, decimal MedianDailyRangePercent, decimal AnnualisedVolatilityPercent)

marketMovement = MarketMovement(MedianCandleRangePercent, UpperCandleRangePercent, MedianDailyRangePercent, AnnualisedVolatilityPercent)

How much, and how violently, the instrument moves.

MedianCandleRangePercent: High-to-low range of the middle candle, as a percentage of its close.
UpperCandleRangePercent: Range of the widest candle in ten, as a percentage of its close.
MedianDailyRangePercent: High-to-low range of the middle day, as a percentage of its close.
AnnualisedVolatilityPercent: Standard deviation of daily returns, annualised over 252 days.

属性

AnnualisedVolatilityPercent

public decimal AnnualisedVolatilityPercent { get; set; }

value = marketMovement.AnnualisedVolatilityPercent
marketMovement.AnnualisedVolatilityPercent = value

Standard deviation of daily returns, annualised over 252 days.

MedianCandleRangePercent

public decimal MedianCandleRangePercent { get; set; }

value = marketMovement.MedianCandleRangePercent
marketMovement.MedianCandleRangePercent = value

High-to-low range of the middle candle, as a percentage of its close.

MedianDailyRangePercent

public decimal MedianDailyRangePercent { get; set; }

value = marketMovement.MedianDailyRangePercent
marketMovement.MedianDailyRangePercent = value

High-to-low range of the middle day, as a percentage of its close.

UpperCandleRangePercent

public decimal UpperCandleRangePercent { get; set; }

value = marketMovement.UpperCandleRangePercent
marketMovement.UpperCandleRangePercent = value

Range of the widest candle in ten, as a percentage of its close.