Time Segmented Volume indicator free
Description
Time Segmented Volume indicator
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Formula / Source Code
using System; using cAlgo.API; using cAlgo.API.Collections; using cAlgo.API.Indicators; using cAlgo.API.Internals; namespace cAlgo { [Levels(0)] [Indicator(IsOverlay = false, AutoRescale = false, AccessRights = AccessRights.None)] public class mTimeSegmentedVolume : Indicator { [Parameter("Main Periods (13)", DefaultValue = 13)] public int inpPeriodsMain { get; set; } [Parameter("Smooth Periods (7)", DefaultValue = 7)] public int inpPeriodsSmooth { get; set; } [Output("Time Segmented Volume", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)] public IndicatorDataSeries outTSV { get; set; } [Output("Time Segmented Volume Smooth", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)] public IndicatorDataSeries outTSVsmooth { get; set; } private IndicatorDataSeries _delta, _segment; private MovingAverage _smoothma; protected override void Initialize() { _delta = CreateDataSeries(); _segment = CreateDataSeries(); _smoothma = Indicators.MovingAverage(_segment, inpPeriodsSmooth, MovingAverageType.Simple); } public override void Calculate(int i) { _delta[i] = i>1 && Bars.ClosePrices[i] != Bars.ClosePrices[i-1] ? (Bars.ClosePrices[i] - Bars.ClosePrices[i-1]) * Bars.TickVolumes[i] : 0; _segment[i] = _delta.Sum(inpPeriodsMain); outTSV[i] = _segment[i]; outTSVsmooth[i] = _smoothma.Result[i]; } } }
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