Class IndicatorCandle

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Represents an Indicator Candle.

public class IndicatorCandle : ISupportedPriceInfo

Inheritance

object

IndicatorCandle

Implements

ISupportedPriceInfo

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Constructors

IndicatorCandle(ISupportedPriceInfo, IIntCandle, decimal)

Constructor for the IndicatorCandle class.

public IndicatorCandle(ISupportedPriceInfo dataprovider, IIntCandle parentCandle, decimal tickSize)

Parameters

dataprovider ISupportedPriceInfo

An object that provides price information.

parentCandle IIntCandle

An object that provides information about candle data.

tickSize decimal

Minimum minimum price step.

Properties

Ask

The number of traded lots at the best offer price in the candle.

public decimal Ask { get; }

Property Value

decimal

Betweens

The number of traded lots at the price between bids and asks in the candle.

public decimal Betweens { get; }

Property Value

decimal

Bid

The number of traded lots at the best bid price in the candle.

public decimal Bid { get; }

Property Value

decimal

Close

The closing price of the candle.

public decimal Close { get; }

Property Value

decimal

Delta

The difference between the number of buys and the number of sales in the candle.

public decimal Delta { get; }

Property Value

decimal

High

The highest price in the candle

public decimal High { get; }

Property Value

decimal

LastTime

The time when the last trade in the candle occurred.

public DateTime LastTime { get; }

Property Value

DateTime

Low

The lowest price in the candle

public decimal Low { get; }

Property Value

decimal

MaxAskPriceInfo

Gets the PriceVolumeInfo object with the maximum ask price.

public PriceVolumeInfo MaxAskPriceInfo { get; }

Property Value

PriceVolumeInfo

MaxBidPriceInfo

Gets the PriceVolumeInfo object with the maximum bid price.

public PriceVolumeInfo MaxBidPriceInfo { get; }

Property Value

PriceVolumeInfo

MaxDelta

The maximum value of the delta that was during the period of the candle.

public decimal MaxDelta { get; }

Property Value

decimal

MaxNegativeDeltaPriceInfo

Gets the PriceVolumeInfo object with the maximum negative delta.

public PriceVolumeInfo MaxNegativeDeltaPriceInfo { get; }

Property Value

PriceVolumeInfo

MaxOI

The maximum value of open positions that was during the period of the candle.

public decimal MaxOI { get; }

Property Value

decimal

MaxPositiveDeltaPriceInfo

Gets the PriceVolumeInfo object with the maximum positive delta.

public PriceVolumeInfo MaxPositiveDeltaPriceInfo { get; }

Property Value

PriceVolumeInfo

MaxTickPriceInfo

Gets the PriceVolumeInfo object with the maximum tick count.

public PriceVolumeInfo MaxTickPriceInfo { get; }

Property Value

PriceVolumeInfo

MaxTimePriceInfo

Gets the PriceVolumeInfo object with the maximum time.

[Obsolete]
public PriceVolumeInfo MaxTimePriceInfo { get; }

Property Value

PriceVolumeInfo

MaxVolumePriceInfo

Gets the PriceVolumeInfo object with the maximum volume.

public PriceVolumeInfo MaxVolumePriceInfo { get; }

Property Value

PriceVolumeInfo

MinDelta

The minimum value of the delta that was during the period of the candle.

public decimal MinDelta { get; }

Property Value

decimal

MinOI

The minimum value of open positions that was during the period of the candle.

public decimal MinOI { get; }

Property Value

decimal

OI

The number of open positions in the candle.

public decimal OI { get; }

Property Value

decimal

Open

The opening price of the candle.

public decimal Open { get; }

Property Value

decimal

Ticks

The number of price changes in the candle.

public decimal Ticks { get; }

Property Value

decimal

Time

Candle opening time.

public DateTime Time { get; }

Property Value

DateTime

VWAP

Volume-weighted average price of the candle.

Added in ATAS 8.0.15.

public decimal VWAP { get; }

Property Value

decimal

ValueArea

Gets the ValueArea object which represents value are of candle

public ValueArea ValueArea { get; }

Property Value

ValueArea

Volume

The total number of traded lots in the candle.

public decimal Volume { get; }

Property Value

decimal

Methods

GetAllPriceLevels()

Gets all available price levels with associated volume information.

public IEnumerable<PriceVolumeInfo> GetAllPriceLevels()

Returns

IEnumerable<PriceVolumeInfo>

An enumerable collection of PriceVolumeInfo objects representing all price levels.

GetAllPriceLevels(PriceVolumeInfo)

Gets all available price levels with associated volume information and caches the data of the last element in the specified cacheItem.

public IEnumerable<PriceVolumeInfo> GetAllPriceLevels(PriceVolumeInfo cacheItem)

Parameters

cacheItem PriceVolumeInfo

A PriceVolumeInfo object to caching.

Returns

IEnumerable<PriceVolumeInfo>

An enumerable collection of PriceVolumeInfo objects representing all price levels.

GetPriceVolumeInfo(decimal)

Gets the PriceVolumeInfo object associated with the specified price.

public PriceVolumeInfo GetPriceVolumeInfo(decimal price)

Parameters

price decimal

The price for which the PriceVolumeInfo object is to be retrieved.

Returns

PriceVolumeInfo

The PriceVolumeInfo object representing the specified price.

GetPriceVolumeInfo(decimal, PriceVolumeInfo)

Gets the PriceVolumeInfo object associated with the specified price.

public PriceVolumeInfo GetPriceVolumeInfo(decimal price, PriceVolumeInfo cacheItem)

Parameters

price decimal

The price for which the PriceVolumeInfo object is to be retrieved.

cacheItem PriceVolumeInfo

A PriceVolumeInfo object to caching.

Returns

PriceVolumeInfo

The PriceVolumeInfo object representing the specified price.