Class TimeWeightedAveragePrice

Namespace

StockSharp.Algo.Indicators

Assembly

StockSharp.Algo.dll

Time Weighted Average Price (TWAP) indicator.

[Display(ResourceType = typeof(LocalizedStrings), Name = "TWAP", Description = "TimeWeightedAveragePrice")]
[IndicatorIn(typeof(CandleIndicatorValue))]
public class TimeWeightedAveragePrice : BaseIndicator, IIndicator, IPersistable, ICloneable<IIndicator>, ICloneable

Inheritance

object

BaseIndicator

TimeWeightedAveragePrice

Implements

IIndicator

IPersistable

ICloneable<IIndicator>

ICloneable

Derived

TWAP

Inherited Members

BaseIndicator.SaveValues(SettingsStorage)

BaseIndicator.LoadValues(SettingsStorage)

BaseIndicator.Save(SettingsStorage)

BaseIndicator.Load(SettingsStorage)

BaseIndicator.CalcIsFormed()

BaseIndicator.Process(IIndicatorValue)

BaseIndicator.RaiseChangedEvent(IIndicatorValue, IIndicatorValue)

BaseIndicator.Clone()

BaseIndicator.ToString()

BaseIndicator.CreateValue(DateTimeOffset, object[])

BaseIndicator.Id

BaseIndicator.Name

BaseIndicator.NumValuesToInitialize

BaseIndicator.Style

BaseIndicator.Color

BaseIndicator.Measure

BaseIndicator.IsFormed

BaseIndicator.Container

BaseIndicator.InputType

BaseIndicator.ResultType

BaseIndicator.Changed

BaseIndicator.Reseted

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)

Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)

Extensions.Add<TMessage, TChange>(TMessage, TChange, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)

Extensions.Add<TMessage, TChange>(TMessage, TChange, decimal)

Extensions.Add<TMessage, TChange>(TMessage, TChange, int)

Extensions.Add<TMessage, TChange>(TMessage, TChange, long)

Extensions.Add<TMessage, TChange>(TMessage, TChange, object)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, CurrencyTypes?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, PortfolioStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, SecurityStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Sides?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, bool?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, DateTimeOffset?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, string)

Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)

Extensions.TryGet<TMessage, TChange>(TMessage, TChange)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

TimeWeightedAveragePrice()

Initializes a new instance of the TimeWeightedAveragePrice.

public TimeWeightedAveragePrice()

Methods

OnProcess(IIndicatorValue)

To handle the input value.

protected override IIndicatorValue OnProcess(IIndicatorValue input)

Parameters

input IIndicatorValue

The input value.

Returns

IIndicatorValue

The resulting value.

Reset()

To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).

public override void Reset()