Filters.MedianPriceOverPeriod Method

Evaluates the Median Price over a number of trading periods.

public double[] MedianPriceOverPeriod(
double[] highs,
double[] lows
);

Parameters

highs: A double array where the first term is the traded high on the most recent period, the second terms is the traded high of the previous periods and so on.
lows: A double array where the first term is the traded low on the most recent period, the second terms is the traded low of the previous periods and so on.

Return Value

A double array where the first term is the Median price of the asset on the most recent period considered, the second term is the median price on the period before that and so on.

Remarks

The Median price is just the midpoint of each of the trading periods range.

Exceptions

Exception Type	Condition
ArgumentException	Thrown if the length of the array parameters `high` and `low`, are not the same or if any elements of these two array's is strictly negative.

Filters.MedianPriceOverPeriod Method

Parameters

Return Value

Remarks

Exceptions

See Also