wehub-resource-sync
59 lines
2.7 KiB
C#
59 lines
2.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Data.Market;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes
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/// </summary>
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public class TimeProfile: MarketProfile
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{
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/// <summary>
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/// Creates a new TimeProfile indicator with the specified period
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/// </summary>
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/// <param name="period">The period of this indicator</param>
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/// <param name="valueAreaVolumePercentage">The percentage of volume contained in the value area</param>
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/// <param name="priceRangeRoundOff">How many digits you want to round and the precision.
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public TimeProfile(int period = 2, decimal valueAreaVolumePercentage = 0.70m, decimal priceRangeRoundOff = 0.05m)
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: this($"TP({period},{valueAreaVolumePercentage},{priceRangeRoundOff})", period, valueAreaVolumePercentage, priceRangeRoundOff)
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{
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}
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/// <summary>
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/// Creates a new TimeProfile indicator with the specified name, period and priceRangeRoundOff
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="period">The period of this indicator</param>
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/// <param name="valueAreaVolumePercentage">The percentage of volume contained in the value area</param>
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/// <param name="priceRangeRoundOff">How many digits you want to round and the precision.
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/// i.e 0.01 round to two digits exactly.</param>
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public TimeProfile(string name, int period = 2, decimal valueAreaVolumePercentage = 0.70m, decimal priceRangeRoundOff = 0.05m)
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: base(name, period, valueAreaVolumePercentage, priceRangeRoundOff)
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{ }
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/// <summary>
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/// Define the Volume in Time Profile mode
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/// </summary>
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/// <param name="input"></param>
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/// <returns>1</returns>
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protected override decimal GetVolume(TradeBar input)
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{
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return 1;
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}
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}
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}
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