Price Source

Brief

The section introduces the price collection basics.

Details

The indicator operates on price histories. Price history is a collection of prices orders by the date and time in the ascending order.

Articles

Bar and Tick price sources

The article introduces the price collection basics.

Date/time format.

The article introduces the date/time format.

Providing the data to indicator.

The article describes how to provide your own price source.

Price Source class diagram

Classes

CandlePeriod

The utility class for manipulating with the candle period length (time frames).

CloseTickWrapper

Returns the tick stream of the close prices of the specified bar source.

HighTickWrapper

Returns the tick stream of the high prices of the specified bar source.

IIndicatorBarSource

The base class for a bar price collection.

IIndicatorSource

The base class of the price collection.

IIndicatorTickSource

The base class for a tick price collection.

LowTickWrapper

Returns the tick stream of the low prices of the specified bar source.

MedianTickWrapper

Returns the tick stream of the median prices of the specified bar source.

OpenTickWrapper

Returns the tick stream of the open prices of the specified bar source.

TypicalTickWrapper

Returns the tick stream of the typical prices of the specified bar source.

WeightedTickWrapper

Returns the tick stream of the weighted prices of the specified bar source.

Enumerations

CandlePeriod::Unit

The unit of the candle length (time frame) measurement.

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