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

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

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

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

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