Volumes

Definition

Holds an array of VolumeSeries objects holding historical bar volumes. A DataSeries object is added to this array when calling the Add() method in a Custom Strategy. Its purpose is to provide access to the volumes of all Bars objects in a multi-instrument or multi-time frame strategy.

Property Value

An array of VolumeSeries objects.

Syntax
Volumes[int barSeriesIndex][int barsAgo]

Property Of

Custom Strategy

Examples

protected override void Initialize()
{
    // Adds a 5-minute Bars object to the strategy and is automatically assigned
    // a Bars object index of 1 since the primary data the strategy is run against
    // set by the UI takes the index of 0.
    Add(Instrument, PeriodType.Minute, 5);
}

protected override void OnBarUpdate()
{
    // Compares the primary bar's volume to the 5-minute bar's volume
    if (Volume[0][0] > Volumess[1][0])
        Print("The current bar's volume price is greater");
}