Table of Contents

Class VWAP

Namespace
ATAS.Indicators.Technical
Assembly
ATAS.Indicators.Technical.dll
[Display(ResourceType = typeof(Strings), Description = "VWAPDescription")]
[HelpLink("https://help.atas.net/support/solutions/articles/72000602503")]
public class VWAP : Indicator, INotifyPanelPropertyChanged, IPropertiesEditorOwner, IMarketTimeProvider
Inheritance
object
VWAP
Implements
Inherited Members
Extension Methods

Constructors

VWAP() 

public VWAP()

Properties

AllowCustomStartPoint 

[Browsable(false)]
[Display(ResourceType = typeof(Strings), Name = "AllowCustomStartPoint", GroupName = "CustomVWAP", Description = "AllowCustomStartPointDescription", Order = 1001)]
public bool AllowCustomStartPoint { get; set; }

Property Value

bool

BearishColor 

[Display(ResourceType = typeof(Strings), Name = "BearlishColor", GroupName = "Visualization", Description = "BearishColorDescription", Order = 220)]
[Tab(TabName = "Visualization", TabOrder = 1, ResourceType = typeof(Strings))]
public Color BearishColor { get; set; }

Property Value

Color

BullishColor 

[Display(ResourceType = typeof(Strings), Name = "BullishColor", GroupName = "Visualization", Description = "BullishColorDescription", Order = 210)]
[Tab(TabName = "Visualization", TabOrder = 1, ResourceType = typeof(Strings))]
public Color BullishColor { get; set; }

Property Value

Color

ColoredDirection 

[Display(ResourceType = typeof(Strings), Name = "ColoredDirection", GroupName = "Visualization", Description = "ColoredDirectionDescription", Order = 200)]
[Tab(TabName = "Visualization", TabOrder = 1, ResourceType = typeof(Strings))]
public bool ColoredDirection { get; set; }

Property Value

bool

CustomSessionEnd 

[Browsable(false)]
public TimeSpan CustomSessionEnd { get; set; }

Property Value

TimeSpan

CustomSessionEndFilter 

[Display(ResourceType = typeof(Strings), Name = "SessionEnd", GroupName = "Settings", Description = "SessionEndDescription", Order = 80)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public FilterTimeSpan CustomSessionEndFilter { get; set; }

Property Value

FilterTimeSpan

CustomSessionStart 

[Browsable(false)]
public TimeSpan CustomSessionStart { get; set; }

Property Value

TimeSpan

CustomSessionStartFilter

Added in ATAS 8.0.15.

[Display(ResourceType = typeof(Strings), Name = "SessionBegin", GroupName = "Settings", Description = "SessionBeginDescription", Order = 70)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public FilterTimeSpan CustomSessionStartFilter { get; set; }

Property Value

FilterTimeSpan

Days 

[Display(ResourceType = typeof(Strings), GroupName = "Calculation", Name = "DaysLookBack", Order = 2147483647, Description = "DaysLookBackDescription")]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
[Range(0, 1000)]
public int Days { get; set; }

Property Value

int

DeleteKey 

[Browsable(false)]
public Key DeleteKey { get; set; }

Property Value

Key

DeleteKeyFilter 

[Browsable(false)]
[Display(ResourceType = typeof(Strings), Name = "DeleteStartPoint", GroupName = "CustomVWAP", Description = "DeleteStartPointKeyFilterDescription", Order = 1020)]
public FilterKey DeleteKeyFilter { get; set; }

Property Value

FilterKey

Period 

[Browsable(false)]
[Obsolete]
public int Period { get; set; }

Property Value

int

ResetOnSession 

[Browsable(false)]
public bool ResetOnSession { get; set; }

Property Value

bool

ResetOnSessionFilter 

[Browsable(false)]
[Display(ResourceType = typeof(Strings), Name = "ResetOnSession", GroupName = "CustomVWAP", Description = "ResetOnSessionFilterDescription", Order = 1040)]
public FilterBool ResetOnSessionFilter { get; set; }

Property Value

FilterBool

SavePoint 

[Browsable(false)]
public bool SavePoint { get; set; }

Property Value

bool

SavePointFilter 

[Browsable(false)]
[Display(ResourceType = typeof(Strings), Name = "SaveStartPoint", GroupName = "CustomVWAP", Description = "SaveCustomStartingPointDescription", Order = 1030)]
public FilterBool SavePointFilter { get; set; }

Property Value

FilterBool

ShowFirstPeriod 

[Display(ResourceType = typeof(Strings), Name = "ShowFirstPartialPeriod", GroupName = "Settings", Description = "ShowFirstPeriodDescription", Order = 90)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public bool ShowFirstPeriod { get; set; }

Property Value

bool

StDev 

[Display(ResourceType = typeof(Strings), Name = "FirstDev", GroupName = "Settings", Description = "StdDevPeriodDescription", Order = 40)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
[Range(1E-07, 10000)]
public decimal StDev { get; set; }

Property Value

decimal

StDev1 

[Display(ResourceType = typeof(Strings), Name = "SecondDev", GroupName = "Settings", Description = "StdDevPeriodDescription", Order = 50)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
[Range(1E-07, 10000)]
public decimal StDev1 { get; set; }

Property Value

decimal

StDev2 

[Display(ResourceType = typeof(Strings), Name = "ThirdDev", GroupName = "Settings", Description = "StdDevPeriodDescription", Order = 60)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
[Range(1E-07, 10000)]
public decimal StDev2 { get; set; }

Property Value

decimal

StartBar 

[Browsable(false)]
public int StartBar { get; set; }

Property Value

int

StartDate 

[Browsable(false)]
public DateTime StartDate { get; set; }

Property Value

DateTime

StartKey 

[Browsable(false)]
public Key StartKey { get; set; }

Property Value

Key

StartKeyFilter 

[Browsable(false)]
[Display(ResourceType = typeof(Strings), Name = "SetStartPoint", GroupName = "CustomVWAP", Description = "SetStartPointKeyFilterDescription", Order = 1010)]
public FilterKey StartKeyFilter { get; set; }

Property Value

FilterKey

TWAPMode 

[Display(ResourceType = typeof(Strings), Name = "Mode", GroupName = "Settings", Description = "CalculationModeDescription", Order = 20)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public VWAP.VWAPMode TWAPMode { get; set; }

Property Value

VWAP.VWAPMode

Type 

[Parameter]
[Display(ResourceType = typeof(Strings), Name = "Period", GroupName = "Settings", Description = "PeriodTypeDescription", Order = 10)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public VWAP.VWAPPeriodType Type { get; set; }

Property Value

VWAP.VWAPPeriodType

VWAPOnly 

[Display(ResourceType = typeof(Strings), Name = "VWAPOnly", GroupName = "Settings", Description = "ShowBaseElementOnlyDescription", Order = 100)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public bool VWAPOnly { get; set; }

Property Value

bool

VolumeMode 

[Display(ResourceType = typeof(Strings), Name = "VolumeType", GroupName = "Settings", Description = "VolumeTypeDescription", Order = 25)]
[Tab(TabName = "Data", TabOrder = 0, ResourceType = typeof(Strings))]
public VWAP.VolumeType VolumeMode { get; set; }

Property Value

VWAP.VolumeType

Methods

OnCalculate(int, decimal)

The main indicator calculation method is called for each bar on the history, then it is called on each tick.

protected override void OnCalculate(int bar, decimal value)

Parameters

bar int

Bar number.

value decimal

Input data series value.

OnInitialize()

The method is executed before the first calculation.

protected override void OnInitialize()

OnRecalculate()

The method is executed before a new calculation.

protected override void OnRecalculate()