Portland Oregon, United States
Experience: Beginner
Platform: Ninjatrader®
Broker: CQG, Kinetick
Trading: Gameplay Klownbine® Trading of Globex
Posts: 1,334 since Jul 2009
Thanks Given: 1,246
Thanks Received: 2,733
|
There is only one BarUpdate event for each historical bar. So there is only one time value, which is the time that bar CLOSED, ie LAST TICK OF BAR.
To get the times of occurrence of the high and low for historical bars you need to check every price level in an added one tick dataseries, using Math.Min and Math.Max to see if the previous intrabar highs and lows are being exceeded.
Then when a new intrabar high or low happens, you save the time value in a dataseries.
"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.” Prof. Albert Bartlett |
|