Exemplo n.º 1
0
        /// <summary>
        /// The total volume of asks which was above <see cref="PoC"/>.
        /// </summary>
        /// <param name="volumeProfile">Volume profile.</param>
        /// <returns>The total volume of asks.</returns>
        public static decimal SellVolAbovePoC(this VolumeProfile volumeProfile)
        {
            var poc = volumeProfile.PoC();

            return(volumeProfile.PriceLevels.Where(p => p.Price > poc.Price).Select(p => p.SellVolume).Sum());
        }
Exemplo n.º 2
0
        /// <summary>
        /// The total volume of bids which was below <see cref="PoC"/>.
        /// </summary>
        /// <param name="volumeProfile">Volume profile.</param>
        /// <returns>The total volume of bids.</returns>
        public static decimal BuyVolBelowPoC(this VolumeProfile volumeProfile)
        {
            var poc = volumeProfile.PoC();

            return(volumeProfile.PriceLevels.Where(p => p.Price < poc.Price).Select(p => p.BuyVolume).Sum());
        }