protected override void OnUpdate(MarketData mktData, DateTime updateTime, Price value)
{
Price avgPrice = IndicatorFunc(mktData, updateTime, value);
if (avgPrice != null)
{
Publish(_nextCorrelTime, avgPrice.MidPrice());
}
}
void ILevelPublisher.Publish(DateTime updateTime)
{
if (_mktData[0].TimeSeries.Count == 0 || _mktData[0].TimeSeries.TotalMinutes(updateTime) < 240)
{
Log.Instance.WriteEntry("Cannot publish level mean indicator: no market data available", EventLogEntryType.Warning);
return;
}
Price avg = Average(updateTime);
Publish(updateTime, avg.MidPrice());
}