Class IndicatorsVolume

Collection of volume-based indicators.

Inheritance

object

IndicatorsVolume

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class IndicatorsVolume

Methods

AccumulationDistributionIndex(Instrument, CacheId, string, int)

Accumulation/ distribution index as described here: https://en.wikipedia.org/wiki/Accumulation/distribution_index

Declaration

public static ITimeSeries<double> AccumulationDistributionIndex(this Instrument series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
Instrument	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	accumulation/ distribution index as time series

ChaikinOscillator(Instrument, CacheId, string, int)

Chaikin oscillator as described here: https://en.wikipedia.org/wiki/Accumulation/distribution_index

Declaration

public static ITimeSeries<double> ChaikinOscillator(this Instrument series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
Instrument	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	accumulation/ distribution index as time series

MoneyFlowIndex(Instrument, int, CacheId, string, int)

Calculate Money Flow Index indicator https://en.wikipedia.org/wiki/Money_flow_index

Declaration

public static ITimeSeries<double> MoneyFlowIndex(this Instrument series, int n, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
Instrument	series	input time series
int	n	calculation period
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	MFI time series

OnBalanceVolume(Instrument, CacheId, string, int)

Calculate On-Balance Volume indicator. https://en.wikipedia.org/wiki/On-balance_volume

Declaration

public static ITimeSeries<double> OnBalanceVolume(this Instrument series, CacheId parentId = null, string memberName = "", int lineNumber = 0)

Parameters

Type	Name	Description
Instrument	series	input time series
CacheId	parentId	caller cache id, optional
string	memberName	caller's member name, optional
int	lineNumber	caller line number, optional

Returns

Type	Description
ITimeSeries<double>	OBV time series