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Volumes

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Definition

Holds an array of DataSeries 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 DataSeries objects.

 

Syntax
Volumes[int barSeriesIndex][int barsAgo]

 

 

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 (Volumes[0][0] > Volumes[1][0])
         Print("The current bar's volume price is greater");
}