An index value of the current Bars object that has called the OnBarUpdate() method. In a multi-bars strategy, the OnBarUpdate() method is called for each Bars object of a strategy. This flexibility allows you to separate trading logic from different bar events. In a single Bars strategy this property will always return an index value of 0 representing the primary Bars and instrument the strategy is running on.
See additional information on running multi-bars strategies.
An int value represents the Bars object that is calling the OnBarUpdate() method.
// Lets assume this sample strategy was added to a ES 12-06 1 minute chart
protected override void Initialize()