Moving point of control
Library "moving_poc"
method getMovingPoc(averagePriceByVolumeHistory, ltfVolumeSerie, ltfPriceSerie, nbBarsToLookback)
Volume point of control (PoC) extracted from lower time frame data and previous time period
Namespace types: array<float>
Parameters:
averagePriceByVolumeHistory (array<float>): An array of float to record previous PoC average
ltfVolumeSerie (array<float>): Source of volume for the lower timeframe (ltf)
ltfPriceSerie (array<float>): Source of price for the lower timeframe
nbBarsToLookback (int): A number of bars determining the lookback period of this PoC
Returns: Serie of PoC
method getMovingPoc(averagePriceByVolumeHistory, ltfVolumeSerie, ltfPriceSerie, nbBarsToLookback)
Volume point of control (PoC) extracted from lower time frame data and previous time period
Namespace types: array<float>
Parameters:
averagePriceByVolumeHistory (array<float>): An array of float to record previous PoC average
ltfVolumeSerie (array<float>): Source of volume for the lower timeframe (ltf)
ltfPriceSerie (array<float>): Source of price for the lower timeframe
nbBarsToLookback (int): A number of bars determining the lookback period of this PoC
Returns: Serie of PoC