/// <summary> /// Resets this indicator to its initial state /// </summary> public override void Reset() { _price.Reset(); _volume.Reset(); _vwap = _price.WeightedBy(_volume, _period); base.Reset(); }
/// <summary> /// Initializes a new instance of the VWAP class with a given name and period /// </summary> /// <param name="name">string - the name of the indicator</param> /// <param name="period">The period of the VWAP</param> public VolumeWeightedAveragePriceIndicator(string name, int period) : base(name) { _period = period; _price = new Identity("Price"); _volume = new Identity("Volume"); // This class will be using WeightedBy indicator extension _vwap = _price.WeightedBy(_volume, period); }