IIndicatorsiVWAP Method
Returns calculated values for Volume Weighted Average Price (VWAP)
Namespace: SharpTraderBotAssembly: SharpTraderBot (in SharpTraderBot.dll) Version: 1.0.0+81fb232713f5a80ff428d1daca72bff871bdbcc0
List<double?> iVWAP(
int sessionIndex,
string symbol,
TimeFrame timeframe,
DateTime? startDate = null
)
Function iVWAP (
sessionIndex As Integer,
symbol As String,
timeframe As TimeFrame,
Optional startDate As DateTime? = Nothing
) As List(Of Double?)
List<Nullable<double>>^ iVWAP(
int sessionIndex,
String^ symbol,
TimeFrame timeframe,
Nullable<DateTime> startDate = nullptr
)
abstract iVWAP :
sessionIndex : int *
symbol : string *
timeframe : TimeFrame *
?startDate : Nullable<DateTime>
(* Defaults:
let _startDate = defaultArg startDate null
*)
-> List<Nullable<float>>
- sessionIndex Int32
- Index of session in used session list
- symbol String
- Common symbol name
- timeframe TimeFrame
- Chart timeframe
- startDate NullableDateTime (Optional)
- Optional. Anchor date. If not specified, the date of the first bar is used
ListNullableDoubleList of values