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I am looking for a function that returns the price with the highest volume within a bar. I am trying to figure out away to get this using the sc.VolumeAtPriceForBars member but any idea will be appreciated.
Can you help answer these questions from other members on NexusFi?
I'm taking my first steps with ACSIL and C++ so I will probably have to break my teeth with some new terms before I understand the sc.NumberOfBarsSinceLowestValue() function.
I am very happy that I found this Sierra programming section here at futures.io (formerly BMT) and I am hoping to see more action here.
What I need is just the value of the price with the highest volume within a bar and I can now get it from your code (MaxVolume = p_VolumeAtPriceAtIndex->Volume;).
Your code will also help me get a better understanding of the sc.VolumeAtPriceForBars.