AggregateByRenko<TY>(IOhlcDataSeries<DateTime,TY>,TY,IOhlcDataSeries<DateTime,TY>) Method

Filters data series by range aggregation

Syntax

[Extension()]
public static void AggregateByRenko<TY>( 
   IOhlcDataSeries<DateTime,TY> dataSeries,
   TY brickSize,
   IOhlcDataSeries<DateTime,TY> filteredDataSeries
)
where TY: IComparable

Parameters

dataSeries: Data series to be filtered
brickSize: The brick size for aggregation
filteredDataSeries: DataSeries to which filtered data is going to be output

Type Parameters

TY: Type of Y values

Requirements

Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2

Reference

FilterExtensions Class
FilterExtensions Members
Overload List