Class Volume

Collection of volume indicators.

Inheritance

object

Volume

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public static class Volume

Methods

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AccumulationDistributionIndex(TimeSeriesAsset)

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

Declaration

public static TimeSeriesFloat AccumulationDistributionIndex(this TimeSeriesAsset series)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series

Returns

Type	Description
TimeSeriesFloat	accumulation/ distribution index as time series

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ChaikinOscillator(TimeSeriesAsset)

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

Declaration

public static TimeSeriesFloat ChaikinOscillator(this TimeSeriesAsset series)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series

Returns

Type	Description
TimeSeriesFloat	accumulation/ distribution index as time series

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MoneyFlowIndex(TimeSeriesAsset, int)

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

Declaration

public static TimeSeriesFloat MoneyFlowIndex(this TimeSeriesAsset series, int n)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series
int	n	calculation period

Returns

Type	Description
TimeSeriesFloat	MFI time series

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OnBalanceVolume(TimeSeriesAsset)

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

Declaration

public static TimeSeriesFloat OnBalanceVolume(this TimeSeriesAsset series)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series

Returns

Type	Description
TimeSeriesFloat	OBV time series

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VWAP(TimeSeriesAsset, int)

Calculate volume-weighted average price https://en.wikipedia.org/wiki/Volume-weighted_average_price

Declaration

public static TimeSeriesFloat VWAP(this TimeSeriesAsset series, int n)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series
int	n	averageing length

Returns

Type	Description
TimeSeriesFloat	VWAP time series

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VWEMA(TimeSeriesAsset, int)

Calculate volume-weighted exponential average price. This proprietary indicator is closely related to VWAP, but uses exponential moving averages instead.

Declaration

public static TimeSeriesFloat VWEMA(this TimeSeriesAsset series, int n)

Parameters

Type	Name	Description
TimeSeriesAsset	series	input time series
int	n	averageing length

Returns

Type	Description
TimeSeriesFloat	VWAP time series