I'm sure, somebody did it.
I need to know number of ticks up and down for every bar. While it seems trivial to code for a last bar in the real time data, what about a historical data ? How CalculateOnBarClose = false behaves for historical bars ? Does it look at 1 tick data if available ?
I don't see any TicksUp / TicksDown fields in Bars object or anywhere else. My suggestion is to store this information and to access these values as properties, exactly as TickCount implementation.
Of course, I can program a multiseries counter with the second 1 tick data series to count, but it seems to me reinventing a wheel in a heavy way.
Any comments ?
Comment