Direction Struct Reference

Direction of the price movement. More...

#include <Direction.hpp>

Static Public Attributes
static const DXFCPP_EXPORT Direction	UNDEFINED {0, "UNDEFINED"}
	Direction is undefined, unknown or inapplicable.
static const DXFCPP_EXPORT Direction	DOWN {1, "DOWN"}
	The current price is lower than the previous price.
static const DXFCPP_EXPORT Direction	ZERO_DOWN {2, "ZERO_DOWN"}
	The current price is the same as the previous price and is lower than the last known price of different value.
static const DXFCPP_EXPORT Direction	ZERO {3, "ZERO"}
	The current price is equal to the only known price value suitable for price direction computation.
static const DXFCPP_EXPORT Direction	ZERO_UP {4, "ZERO_UP"}
	The current price is the same as the previous price and is higher than the last known price of different value.
static const DXFCPP_EXPORT Direction	UP {5, "UP"}
	The current price is higher than the previous price.

Detailed Description

Direction of the price movement.

For example, tick a direction for the last trade price.

Member Data Documentation

UNDEFINED

DXFCPP_BEGIN_NAMESPACE const Direction Direction::UNDEFINED {0, "UNDEFINED"}

static

Direction is undefined, unknown or inapplicable.

It includes cases with undefined price value or when direction computation was not performed.

ZERO

const Direction Direction::ZERO {3, "ZERO"}

static

The current price is equal to the only known price value suitable for price direction computation.

Unlike UNDEFINED the ZERO direction implies that the current price is defined and direction computation was duly performed but has failed to detect any upward or downward price movement. It is also reported for cases when a price sequence was broken and direction computation was restarted anew.