Represents an Indicator of the Market Profile with Volume Profile mode and its attributes More...

Inheritance diagram for QuantConnect.Indicators.VolumeProfile:

Public Member Functions
	VolumeProfile (int period=2)
	Creates a new VolumeProfile indicator with the specified period More...

	VolumeProfile (string name, int period, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m)
	Creates a new VolumeProfile 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 for the Volume 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 Volume Profile mode and its attributes

Definition at line 23 of file VolumeProfile.cs.

Constructor & Destructor Documentation

◆ VolumeProfile() [1/2]

QuantConnect.Indicators.VolumeProfile.VolumeProfile ( int period = 2 )

Creates a new VolumeProfile indicator with the specified period

Parameters

period The period of the indicator

Definition at line 29 of file VolumeProfile.cs.

◆ VolumeProfile() [2/2]

QuantConnect.Indicators.VolumeProfile.VolumeProfile	(	string	name,
		int	period,
		decimal	valueAreaVolumePercentage = `0.70m`,
		decimal	priceRangeRoundOff = `0.05m`
	)

Creates a new VolumeProfile 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 VolumeProfile.cs.

Member Function Documentation

◆ GetVolume()

override decimal QuantConnect.Indicators.VolumeProfile.GetVolume ( TradeBar input )

protectedvirtual

Define the Volume for the Volume Profile mode

Parameters

input

Returns: The volume of the input Data Point

Implements QuantConnect.Indicators.MarketProfile.

Definition at line 51 of file VolumeProfile.cs.

The documentation for this class was generated from the following file:

Indicators/VolumeProfile.cs

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ VolumeProfile() [1/2]

◆ VolumeProfile() [2/2]

Member Function Documentation

◆ GetVolume()