QuantConnect.Indicators.TimeProfile Class Reference
Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes More...
Inheritance diagram for QuantConnect.Indicators.TimeProfile:
Public Member Functions | |
| TimeProfile (int period=2) | |
| Creates a new TimeProfile indicator with the specified period More... | |
| TimeProfile (string name, int period, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m) | |
| Creates a new TimeProfile indicator with the specified name, period and priceRangeRoundOff More... | |
 Public Member Functions inherited from QuantConnect.Indicators.MarketProfile | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Protected Member Functions | |
| override decimal | GetVolume (TradeBar input) |
| Define the Volume in Time Profile mode More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.MarketProfile | |
| MarketProfile (string name, int period, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m) | |
| Creates a new MarkProfile indicator with the specified period More... | |
| override decimal | ComputeNextValue (TradeBar input) |
| Computes the next value for this indicator from the given state. More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator | |
| TradeBarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Indicators.MarketProfile | |
| SortedList< decimal, decimal > | VolumePerPrice => new SortedList<decimal |
| Get a copy of the _volumePerPrice field More... | |
| override bool | IsReady => _totalVolume.IsReady |
| Gets a flag indicating when the indicator is ready and fully initialized More... | |
| Properties inherited from QuantConnect.Indicators.MarketProfile | |
| decimal | ProfileHigh [get] |
| The highest reached close price level during the period. That value is called Profile High More... | |
| decimal | ProfileLow [get] |
| The lowest reached close price level during the period. That value is called Profile Low More... | |
| decimal | POCPrice [get] |
| Price where the most trading occured (Point of Control(POC)) This price is MarketProfile.Current.Value More... | |
| decimal | POCVolume [get] |
| Volume where the most tradding occured (Point of Control(POC)) More... | |
| decimal | ValueAreaVolume [get] |
| The range of price levels in which a specified percentage of all volume was traded during the time period. Typically, this percentage is set to 70% however it is up to the trader’s discretion. More... | |
| decimal | ValueAreaHigh [get] |
| The highest close price level within the value area More... | |
| decimal | ValueAreaLow [get] |
| The lowest close price level within the value area More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes
Definition at line 23 of file TimeProfile.cs.
Constructor & Destructor Documentation
◆ TimeProfile() [1/2]
| QuantConnect.Indicators.TimeProfile.TimeProfile | ( | int | period = 2 | ) |
Creates a new TimeProfile indicator with the specified period
- Parameters
-
period The period of this indicator
Definition at line 29 of file TimeProfile.cs.
◆ TimeProfile() [2/2]
| QuantConnect.Indicators.TimeProfile.TimeProfile | ( | string | name, |
| int | period, | ||
| decimal | valueAreaVolumePercentage = 0.70m, |
||
| decimal | priceRangeRoundOff = 0.05m |
||
| ) |
Creates a new TimeProfile indicator with the specified name, period and priceRangeRoundOff
- Parameters
-
name The name of this indicator period The period of this indicator valueAreaVolumePercentage The percentage of volume contained in the value area priceRangeRoundOff How many digits you want to round and the precision. i.e 0.01 round to two digits exactly.
Definition at line 42 of file TimeProfile.cs.
Member Function Documentation
◆ GetVolume()
|
protectedvirtual |
Define the Volume in Time Profile mode
- Parameters
-
input
- Returns
- 1
Implements QuantConnect.Indicators.MarketProfile.
Definition at line 51 of file TimeProfile.cs.
The documentation for this class was generated from the following file:
- Indicators/TimeProfile.cs
