/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Only process entry signals on a bar by bar basis (not tick by tick)
if (FirstTickOfBar)
{
bidAskVolume = 0;
}
if (Close[0] >= GetCurrentAsk())
{
bidAskVolume += 1;
}
else //if (Close[0] <= GetCurrentBid())
{
bidAskVolume -= 1;
}
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (bidAskVolume > 0)
{
AskVolume.Set(bidAskVolume);
}
else
{
BidVolume.Set(bidAskVolume);
}
OscLine.Set(bidAskVolume);
}
/// <summary>
/// Equality check
/// </summary>
/// <param name="other">Object for comparison</param>
/// <returns>Equality check result</returns>
public bool Equals(TickAskBidVolumeData other)
{
return(Time == other.Time &&
Ask.Equals(other.Ask) &&
Bid.Equals(other.Bid) &&
AskVolume.Equals(other.AskVolume) &&
BidVolume.Equals(other.BidVolume));
}
public override int GetHashCode()
{
unchecked
{
int hashCode = (SecurityCode != null
? SecurityCode.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (OptionNumber != null
? OptionNumber.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ (OptionCode != null
? OptionCode.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ Bid.GetHashCode();
hashCode = (hashCode * 397) ^ BidVolume.GetHashCode();
hashCode = (hashCode * 397) ^ Ask.GetHashCode();
hashCode = (hashCode * 397) ^ AskVolume.GetHashCode();
hashCode = (hashCode * 397) ^ Volume.GetHashCode();
hashCode = (hashCode * 397) ^ Bid2.GetHashCode();
hashCode = (hashCode * 397) ^ BidVolume2.GetHashCode();
hashCode = (hashCode * 397) ^ Ask2.GetHashCode();
hashCode = (hashCode * 397) ^ AskVolume2.GetHashCode();
hashCode = (hashCode * 397) ^ Bid3.GetHashCode();
hashCode = (hashCode * 397) ^ BidVolume3.GetHashCode();
hashCode = (hashCode * 397) ^ Ask3.GetHashCode();
hashCode = (hashCode * 397) ^ AskVolume3.GetHashCode();
hashCode = (hashCode * 397) ^ Bid4.GetHashCode();
hashCode = (hashCode * 397) ^ BidVolume4.GetHashCode();
hashCode = (hashCode * 397) ^ Ask4.GetHashCode();
hashCode = (hashCode * 397) ^ AskVolume4.GetHashCode();
hashCode = (hashCode * 397) ^ Bid5.GetHashCode();
hashCode = (hashCode * 397) ^ BidVolume5.GetHashCode();
hashCode = (hashCode * 397) ^ Ask5.GetHashCode();
hashCode = (hashCode * 397) ^ AskVolume5.GetHashCode();
hashCode = (hashCode * 397) ^ (Greeks != null
? Greeks.GetHashCode()
: 0);
hashCode = (hashCode * 397) ^ OpenInterest.GetHashCode();
hashCode = (hashCode * 397) ^ Turnover.GetHashCode();
hashCode = (hashCode * 397) ^ UncoveredPositionQuantity.GetHashCode();
hashCode = (hashCode * 397) ^ PreviousSettlementPrice.GetHashCode();
hashCode = (hashCode * 397) ^ OpeningPrice.GetHashCode();
hashCode = (hashCode * 397) ^ AuctionReferencePrice.GetHashCode();
hashCode = (hashCode * 397) ^ AuctionReferenceQuantity.GetHashCode();
hashCode = (hashCode * 397) ^ HighestPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LowestPrice.GetHashCode();
hashCode = (hashCode * 397) ^ LatestTradedPrice.GetHashCode();
hashCode = (hashCode * 397) ^ Change.GetHashCode();
hashCode = (hashCode * 397) ^ ChangePercentage.GetHashCode();
hashCode = (hashCode * 397) ^ PreviousClose.GetHashCode();
hashCode = (hashCode * 397) ^ (Name != null
? Name.GetHashCode()
: 0);
return(hashCode);
}
}
